Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
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Publication:649749
DOI10.1016/J.JDE.2011.08.050zbMATH Open1241.60030arXiv1005.4095OpenAlexW1573249764MaRDI QIDQ649749FDOQ649749
Michael Röckner, Arnulf Jentzen
Publication date: 6 December 2011
Published in: Journal of Differential Equations (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1005.4095
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Cited In (44)
- Combined error estimates for local fluctuations of SPDEs
- A simplified Milstein scheme for SPDEs with multiplicative noise
- Stochastic evolution equations driven by cylindrical stable noise
- Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
- Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise
- A Milstein scheme for SPDEs
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- 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
- 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
- Title not available (Why is that?)
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
- Numerical schemes for rough parabolic equations
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case
- On the construction of stochastic fields with prescribed regularity by wavelet expansions
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- A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution
- An Exponential Wagner--Platen Type Scheme for SPDEs
- \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
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- Title not available (Why is that?)
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- Title not available (Why is that?)
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- Stochastic Landau–Ginzburg equation with white-noise boundary conditions of Robin type
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