Functionals Associated with Gradient Stochastic Flows and Nonlinear SPDEs

DOI10.1007/978-3-642-18412-3_15zbMath1233.60038OpenAlexW2188709305MaRDI QIDQ5198568

Constantin Vârsan, Bogdan Iftimie, Marinela Marinescu

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 equationsgradient representationstochastic flowFisk-Stratonovich stochastic integral

Mathematics Subject Classification ID

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

Related Items (3)

Reversible stochastic flows associated with nonlinear SPDEs ⋮ Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations ⋮ Stochastic flows associated with Stratonovich curve-line integrals

This page was built for publication: Functionals Associated with Gradient Stochastic Flows and Nonlinear SPDEs