Stochastic evolution equations
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Publication:5423769
zbMATH Open1130.60069MaRDI QIDQ5423769FDOQ5423769
Authors: N. V. Krylov, B. Rozovskii 
Publication date: 31 October 2007
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stochastic partial differential equationsstochastic evolution equationsstochastic integralsmethod of monotonicity
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Cited In (54)
- On the boundedness of solutions of SPDEs
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
- Generalized stochastic evolution equations
- Stochastic evolution equations driven by cylindrical stable noise
- Abstract stochastic equations. I: Classical and distributional solutions
- Stochastic evolution equations in locally convex space
- A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
- Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains
- Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
- A unified approach to stochastic evolution equations using the Skorokhod integral
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
- Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
- Stochastic evolution equations in
- The stochastic viscous Cahn-Hilliard equation: well-posedness, regularity and vanishing viscosity limit
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- A Posteriori Estimates for the Stochastic Total Variation Flow
- Governing stochastic equation for a self-similar random process
- On a doubly nonlinear PDE with stochastic perturbation
- Small time asymptotics for SPDEs with locally monotone coefficients
- On the weak solutions to a 3D stochastic Cahn-Hilliard-Navier-Stokes model
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- Numerical approximation of nonlinear SPDE's
- Talagrand's transportation inequality for SPDEs with locally monotone drifts
- Large deviation principle of occupation measures for non-linear monotone SPDEs
- Strong solutions for stochastic partial differential equations of gradient type
- Convergent numerical approximation of the stochastic total variation flow
- Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence
- On a \(p(t,x)\)-Laplace evolution equation with a stochastic force
- Random Motion of Strings and Related Stochastic Evolution Equations with Monotone Nonlinearities
- Random evolution equations in hydrology
- Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
- Weak and strong solutions to nonlinear SPDEs with unbounded noise
- Local \(L_\infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
- Random evolution equations in hydrology
- Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- Long Time Behavior of Stochastic Nonlocal Partial Differential Equations and Wong--Zakai Approximations
- On the weak solutions to a stochastic 2D simplified Ericksen-Leslie model
- Infinite dimensional weak Dirichlet processes and convolution type processes
- On the weak solutions to a stochastic two-phase flow model
- Conservative interacting particles system with anomalous rate of ergodicity
- A note on weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation of generalized polytropic filtration
- Discovering evolution equations with applications. Volume 2: Stochastic equations.
- Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Supremum estimates for degenerate, quasilinear stochastic partial differential equations
- Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
- Tightness for a stochastic Allen-Cahn equation
- Dynamics of stochastic differential equations with memory driven by colored noise
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
- On a stochastic Leray-\(\alpha\) model of Euler equations
- Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs
- Symmetrization of exterior parabolic problems and probabilistic interpretation
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