The stability of stochastic partial differential equations II

DOI10.1080/17442508908833575MaRDI QIDQ3350410zbMATH OpenOpenAlexFDO

Authors István Gyöngy

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833575

zbMATH Keywords

semimartingalesSobolev spacesstabilitystochastic partial differential equationstheorems on robustness for the nonlinear filter

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic stability in control theory (93E15)

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Cited in

(12)

• Partial differential equations driven by rough paths
• On stochastic partial differential equations with unbounded coefficients
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
• Stochastic hyperbolic systems, small perturbations and pathwise approximation
• Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
• Rough path stability of (semi-)linear SPDEs
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• Stability properties of stochastic partial differential equations
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

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