Determination of the solution of a stochastic parabolic equation by the terminal value
From MaRDI portal
Publication:5081807
Recommendations
- scientific article; zbMATH DE number 4032734
- Approximation of the solution to the parabolic equation driven by stochastic measure
- scientific article; zbMATH DE number 919343
- On a stochastic parabolic integral equation
- A stochastic solution of a high order parabolic equation
- The stochastic solution to a Cauchy problem for degenerate parabolic equations
- Asymptotic behavior of the solution to the cauchy problem for stochastic parabolic equation
- Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations
- A Note on the Solution of a Stochastic Partial Differential Equation
Cites work
- A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
- A quantitative boundary unique continuation for stochastic parabolic equations
- Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
- Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
- Carleman estimates and applications to inverse problems for hyperbolic systems
- Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
- Carleman estimates for coefficient inverse problems and numerical applications.
- Carleman estimates for parabolic equations and applications
- Carleman estimates for second order partial differential operators and applications. A unified approach
- Cauchy problem of non-homogenous stochastic heat equation and application to inverse random source problem
- Conditional stability in determination of initial data for stochastic parabolic equations
- Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate
- Inverse problems for stochastic parabolic equations with additive noise
- Mathematical control theory for stochastic partial differential equations
- Regularization methods in Banach spaces.
- Regularization theory for ill-posed problems. Selected topics
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
- The forward-backward stochastic heat equation: numerical analysis and simulation
Cited in
(12)- Determination the Solution of a Stochastic Parabolic Equation by the Terminal Value
- Inverse problems for stochastic partial differential equations: some progresses and open problems
- Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
- Inversions of stochastic processes from their ergodic measures of nonlinear SDEs
- An inverse random source problem for pseudo-parabolic equation of Caputo type with fractional-order Laplacian operator
- An inverse source problem for semilinear stochastic hyperbolic equations
- A modified iteration method for an inverse problem of diffusion equation with Laplace and Riesz-Feller space fractional operators
- Inverse initial problem under Nash strategy for stochastic reaction-diffusion equations with dynamic boundary conditions
- Inverse problem for stochastic heat equations with singular inverse-square potentials
- Reconstructing a random source for a stochastic equation with biharmonic operator with fractional white noise
- A backward problem for stochastic Kuramoto-Sivashinsky equation: conditional stability and numerical solution
- Optimal estimation and uncertainty quantification for stochastic inverse problems via variational Bayesian methods
This page was built for publication: Determination of the solution of a stochastic parabolic equation by the terminal value
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5081807)
