Two problems for stochastic flows associated with nonlinear parabolic equations

MaRDI QIDQ4978164zbMATH OpenFDO

Authors

Publication date 17 August 2017

zbMATH Keywords

Fisk-Stratonovich stochastic integralgradient representationHamilton-Jacobi equationsstochastic flowstochastic partial differential equation

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(6)

• Reversible stochastic flows associated with nonlinear SPDEs
• scientific article; zbMATH DE number 5012786 (Why is no real title available?)
• On the weak solutions to a stochastic two-phase flow model
• On some parabolic SPDE involving gradient representation of stochastic flows
• Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations
• Functionals associated with gradient stochastic flows and nonlinear SPDEs

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