Book review of: L. Gawarecki and V. Mandrekar, Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17)

Cited In (48)

Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Finite-data error bounds for Koopman-based prediction and control
Malliavin calculus and optimal control of stochastic Volterra equations
Composable models for online Bayesian analysis of streaming data
Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation
On Bayesian consistency for flows observed through a passive scalar
Phase transitions for a class of time-inhomogeneous diffusion processes
Space-Time Stochastic Calculus and White Noise
Polynomial Propagation of Moments in Stochastic Differential Equations
A virtual element method for stochastic Stokes equations
Entropic Fokker-Planck kinetic model
Tauberian theorem for value functions
An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems
Galerkin finite element method for time-fractional stochastic diffusion equations
Title not available (Why is that?)
How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost
Spectral monotonicity under Gaussian convolution
Noise induced quiescence of epileptic spike generation in patients with epilepsy
Numerical analysis of the model of optimal savings and borrowing
A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy
Particle dispersion by nonlinearly damped random waves
Existence and Hyers-Ulam stability of stochastic integrodifferential equations with a random impulse
Geometry-preserving Lie group integrators for differential equations on the manifold of symmetric positive definite matrices
Fokker-Planck-Poisson kinetics: multi-phase flow beyond equilibrium
Elementary processes for Itô integral against cylindrical Wiener process
tgEDMD: approximation of the Kolmogorov operator in tensor train format
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
Coupling functions in climate
Monte Carlo simulation of SDEs using GANs
Matrix calculations for moments of Markov processes
Quarantine alone or in combination with treatment measures to control COVID-19
A scaled version of the double-mean-reverting model for VIX derivatives
Qualitative behaviour of stochastic integro-differential equations with random impulses
Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology
Dynamics of circular oscillator arrays subjected to noise
Stochastic Lagrangian dynamics of vorticity. Part 1. General theory for viscous, incompressible fluids
Optimal cash management using impulse control
Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions
Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps
Stochastic port-Hamiltonian systems
Mean field games for diel vertical migration with diffusion
Human behavior and lognormal distribution. A kinetic description
Exponential stabilization of quantum systems under continuous non-demolition measurements
Title not available (Why is that?)
Weak approximation schemes for SDEs with super-linearly growing coefficients
Well-posedness of solutions to stochastic fluid-structure interaction
Understanding death risks of Covid-19 under media awareness strategy: a stochastic approach

This page was built for publication: Book review of: L. Gawarecki and V. Mandrekar, Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5890591)