On stochastic partial differential equations with unbounded coefficients

DOI10.1007/BF00269509zbMath0783.60057MaRDI QIDQ1202910

István Gyöngy, Nicolai V. Krylov

Publication date: 26 May 1993

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesstochastic partial differential equationsparabolic Itô equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Filtering on manifolds ⋮ On Divergence Form Second-order PDEs with Growing Coefficients in W 1 p Spaces without Weights ⋮ Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights ⋮ Stochastic partial differential equations on manifolds. I ⋮ Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints

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• Stochastic partial differential equations and filtering of diffusion processes
• Équations du filtrage non linéaire de la prédiction et du lissage
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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