Stochastic calculus in infinite dimensions and SPDEs

DOI10.1007/978-3-031-69586-5MaRDI QIDQ6633008zbMATH OpenFDO

Authors Daniel Goodair, Dan Crisan

Publication date 5 November 2024

Published in SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-69586-5

Mathematics Subject Classification ID

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

Recommendations

• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Existence and uniqueness of solutions of SPDEs in infinite dimensions
• Stochastic partial differential equations: an introduction
• Stochastic partial differential equations
• Stochastic Partial Differential Equations with Additive Gaussian Noise

Cited in

(9)

• Weak and strong solutions to nonlinear SPDEs with unbounded noise
• On the well-posedness of (nonlinear) rough continuity equations
• Stretching of polymers and turbulence: Fokker Planck equation, special stochastic scaling limit and stationary law
• The zero viscosity limit of stochastic Navier-Stokes flows
• Regularization by rough Kraichnan noise for the generalised SQG equations
• Global well-posedness and enhanced dissipation for the 2D stochastic Nernst-Planck-Navier-Stokes equations with transport noise
• Navier-Stokes equations with Navier boundary conditions and stochastic Lie transport: well-posedness and inviscid limit
• High order smoothness for stochastic Navier-Stokes equations with transport and stretching noise on bounded domains
• Domain preserving splitting schemes for a class of SPDEs driven by a standard Brownian motion

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