Pages that link to "Item:Q3938985"

The following pages link to On stochastics equations with respect to semimartingales ii. itô formula in banach spaces (Q3938985):

Displaying 50 items.

• On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution (Q276832) (← links)
• A relatively short proof of Itô's formula for SPDEs and its applications (Q373233) (← links)
• A comparison principle for stochastic integro-differential equations (Q471058) (← links)
• On degenerate linear stochastic evolution equations driven by jump processes (Q492948) (← links)
• Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth (Q519064) (← links)
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• Explosive solutions of stochastic reaction-diffusion equations in mean \(L^p\)-norm (Q630573) (← links)
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise (Q826748) (← links)
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q882014) (← links)
• Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type (Q889850) (← links)
• Stochastic PDE model for spatial population growth in random environments (Q894975) (← links)
• On randomized stopping (Q1002557) (← links)
• Rate of convergence of space time approximations for stochastic evolution equations (Q1016097) (← links)
• On existence and uniqueness of stochastic evolution equation with Poisson jumps (Q1036616) (← links)
• On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
• Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise (Q1633549) (← links)
• Itô formula for processes taking values in intersection of finitely many Banach spaces (Q1685683) (← links)
• Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form (Q1731852) (← links)
• On discretization schemes for stochastic evolution equations (Q1775512) (← links)
• Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients (Q1799149) (← links)
• On a stochastic evolution equation (Q1820510) (← links)
• Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type (Q1950477) (← links)
• Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise (Q2007752) (← links)
• Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps (Q2021300) (← links)
• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise (Q2033537) (← links)
• A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one (Q2045420) (← links)
• On Itô formulas for jump processes (Q2052795) (← links)
• Well-posedness of monotone semilinear SPDEs with semimartingale noise (Q2091532) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise (Q2158596) (← links)
• Stochastic Landau-Lifshitz-Gilbert equation with anisotropy energy driven by pure jump noise (Q2203857) (← links)
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process (Q2211465) (← links)
• Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise (Q2216060) (← links)
• Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple (Q2260407) (← links)
• Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise (Q2272511) (← links)
• Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise (Q2287282) (← links)
• Stochastic Navier-Stokes equations in unbounded channel domains (Q2355631) (← links)
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise (Q2510878) (← links)
• Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710) (← links)
• Qualitative properties for the stochastic Navier-Stokes equation (Q3124204) (← links)
• ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS (Q3405583) (← links)
• Transformation formulae for continuous semimartingales and certain non-regular real functions on the sequence space<i>i</i>^p (Q3730738) (← links)
• On the approximation of stochastic partial differential equations i (Q3822944) (← links)
• On stochastic squations with respect to semimartingales III (Q3959220) (← links)
• THE STOCHASTIC MAGNETO-HYDRODYNAMIC SYSTEM (Q4528537) (← links)
• Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations (Q4676586) (← links)
• Weak pullback mean random attractors for the stochastic convective Brinkman–Forchheimer equations and locally monotone stochastic partial differential equations (Q5071341) (← links)
• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations (Q5074268) (← links)
• Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity (Q5086510) (← links)