Invariant manifolds for weak solutions to stochastic equations

DOI10.1007/s004400000085zbMath0970.60069MaRDI QIDQ1596311

Damir Filipović

Publication date: 6 October 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsstrong and weak solutionNagumo type consistency conditionsstochastic equations in a Hilbert spaceviability and invariance problem

Mathematics Subject Classification ID

Related Items (7)

Invariance of closed convex cones for stochastic partial differential equations ⋮ The geometry of differential constraints for a class of evolution PDEs ⋮ Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models ⋮ Stochastic viability and comparison theorems for mixed stochastic differential equations ⋮ Finite-dimensional representations for controlled diffusions with delay ⋮ Existence of invariant manifolds for stochastic equations in infinite dimension ⋮ Regularity of finite-dimensional realizations for evolution equations

This page was built for publication: Invariant manifolds for weak solutions to stochastic equations