Probabilistic approach for semi-linear stochastic fractal equations

DOI10.1016/J.SPA.2014.07.007zbMATH Open1304.60075OpenAlexW1994449762MaRDI QIDQ744228FDOQ744228

Authors: Yingchao Xie, Qi Zhang, Xicheng Zhang 

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.07.007

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zbMATH Keywords

stochastic flowsderivative formula\(\alpha\)-stable processesstochastic fractal equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Cites Work

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• \(L^p\)-maximal regularity of nonlocal parabolic equations and applications
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• On Hölder solutions of the integro-differential Zakai equation
• Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations

Cited In (4)

• Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
• Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions
• Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value
• Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise

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