Stochastic partial differential equations. An introduction

DOI10.1007/978-3-030-89003-2MaRDI QIDQ5159276zbMATH OpenOpenAlexFDO

Authors Etienne Pardoux

Publication date 26 October 2021

Published in SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-89003-2

zbMATH Keywords

comparison theoremMalliavin calculuspositive solutionreflected stochastic partial differential equationregularity of solutionsstochastic partial differential equationsuper Brownian motion

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to partial differential equations (35-01) PDEs with randomness, stochastic partial differential equations (35R60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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