Functionals associated with gradient stochastic flows and nonlinear SPDEs

DOI10.1007/978-3-642-18412-3_15MaRDI QIDQ5198568zbMATH OpenOpenAlexFDO

Authors Bogdan Iftimie, Marinela Marinescu, Constantin Vârsan

Publication date 8 August 2011

Published in Advanced Mathematical Methods for Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-18412-3_15

zbMATH Keywords

stochastic partial differential equationsHamilton-Jacobi equationsstochastic flowgradient representationFisk-Stratonovich stochastic integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Nonlinear first-order PDEs (35F20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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(8)

• scientific article; zbMATH DE number 6255452 (Why is no real title available?)
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• Reversible stochastic flows associated with nonlinear SPDEs
• Stochastic flows associated with Stratonovich curve-line integrals
• Two problems for stochastic flows associated with nonlinear parabolic equations
• \( L^2 \)-gradient flows of spectral functionals
• Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations
• On some parabolic SPDE involving gradient representation of stochastic flows

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