Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
From MaRDI portal
Publication:649749
Abstract: In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.
Recommendations
- Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
- Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
- scientific article; zbMATH DE number 3888634
- Regularities for semilinear stochastic partial differential equations
- scientific article; zbMATH DE number 3905583
- Approximation and regularity of stochastic PDEs
- scientific article; zbMATH DE number 3905582
- \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Regularity of random attractors for a stochastic degenerate parabolic equations driven by multiplicative noise
Cites work
- A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
- A concise course on stochastic partial differential equations
- A submartingale type inequality with applicatinos to stochastic evolution equations
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
- An introduction to partial differential equations
- Dynamics of evolutionary equations
- Entropy Numbers and Approximation Numbers in Function Spaces, II
- Functional analysis
- Interpolation theory
- Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
- ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- On stochastic convolution in banach spaces and applications
- Regularities for semilinear stochastic partial differential equations
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
- Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations in UMD Banach spaces
- Stochastic integration in UMD Banach spaces
Cited in
(46)- Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
- Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
- Stochastic evolution equations driven by cylindrical stable noise
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Numerical schemes for rough parabolic equations
- A mild Itô formula for SPDEs
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
- Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
- A simplified Milstein scheme for SPDEs with multiplicative noise
- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
- Combined error estimates for local fluctuations of SPDEs
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case
- \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
- On the construction of stochastic fields with prescribed regularity by wavelet expansions
- scientific article; zbMATH DE number 7318972 (Why is no real title available?)
- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- Stochastic Landau-Ginzburg equation with white-noise boundary conditions of Robin type
- \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
- An exponential Wagner-Platen type scheme for SPDEs
- Hölder-Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise
- Maximal \(\gamma\)-regularity
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
- Singular behavior of the solution to the stochastic heat equation on a polygonal domain
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
- A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition
- Weak error analysis for semilinear stochastic Volterra equations with additive noise
- A Milstein scheme for SPDEs
- Strong solutions for stochastic partial differential equations of gradient type
This page was built for publication: Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q649749)
