Quasi-sure limit theorem of parabolic stochastic partial differential equations

DOI10.1007/S10114-004-0353-ZzbMATH Open1057.60064OpenAlexW2053231028MaRDI QIDQ705108FDOQ705108

Xicheng Zhang

Publication date: 25 January 2005

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-004-0353-z

zbMATH Keywords

Malliavin calculuscapacityquasi-sure continuous

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• White noise driven SPDEs with reflection
• White noise driven parabolic SPDEs with measurable drift
• Existence and uniqueness results for semilinear stochastic partial differential equations
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• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Malliavin calculus for white noise driven parabolic SPDEs
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• Absolute continuity of the law of the solution of a parabolic SPDE
• On quasi-linear stochastic partial differential equations
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Cited In (8)

• Theory and application of stability for stochastic reaction diffusion systems
• Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching
• Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation
• Two-group SIR epidemic model with stochastic perturbation
• Relatively compact families of functionals on abstract Wiener space and applications
• A stochastic SIR epidemic model with density dependent birth rate
• Stability in mean of partial variables for stochastic reaction diffusion systems
• Large deviations for quasilinear parabolic stochastic partial differential equations

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