Itô formula for processes taking values in intersection of finitely many Banach spaces

DOI10.1007/s40072-017-0093-6zbMath1379.60067arXiv1609.01320OpenAlexW3098896089WikidataQ59613693 ScholiaQ59613693MaRDI QIDQ1685683

David Šiška, István Gyöngy

Publication date: 19 December 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.01320

zbMATH Keywords

stochastic partial differential equationsItô formulastochastic evolution equationsenergy equality

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity ⋮ On Itô formulas for jump processes ⋮ On well-posedness of stochastic anisotropic \(p\)-Laplace equation driven by Lévy noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A relatively short proof of Itô's formula for SPDEs and its applications
• A comparison principle for stochastic integro-differential equations
• Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
• A concise course on stochastic partial differential equations
• Convergence of tamed Euler schemes for a class of stochastic evolution equations
• On stochastic equations with respect to semimartingales I.^†
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• On stochastic squations with respect to semimartingales III
• A mild Itô formula for SPDEs
• Stochastic evolution equations