Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient

DOI10.1023/A:1008644503806zbMath0886.60060OpenAlexW130888288MaRDI QIDQ1370912

Samy Tindel, David Nualart

Publication date: 4 May 1998

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

Full work available at URL: https://doi.org/10.1023/a:1008644503806

zbMATH Keywords

hyperbolic stochastic partial differential equationEuler's approximation schememonotonicity methods for stochastic partial differential equations

Mathematics Subject Classification ID

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

Related Items (5)

A stochastic telegraph equation from the six-vertex model ⋮ Unnamed Item ⋮ Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet ⋮ On two-parameter non-degenerate Brownian martingales ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

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