A general analytical result for non-linear {SPDE}'s and applications

DOI10.1214/EJP.v9-223zbMath1067.60048MaRDI QIDQ1767527

Laurent Denis, Lucretiu Stoica

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124919

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)

Related Items (28)

The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions ⋮ Numerical computation for backward doubly SDEs with random terminal time ⋮ Stochastic Volterra equations in Banach spaces and stochastic partial differential equation ⋮ \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications ⋮ Backward doubly SDEs and semilinear stochastic PDEs in a convex domain ⋮ Quasilinear parabolic stochastic partial differential equations: existence, uniqueness ⋮ Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ The obstacle problem for quasilinear stochastic integral-partial differential equations ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ Stochastic partial integral-differential equations with divergence terms ⋮ Necessary condition for optimal control of doubly stochastic systems ⋮ Mild solutions for a class of fractional SPDEs and their sample paths ⋮ Quasilinear rough partial differential equations with transport noise ⋮ The obstacle problem for quasilinear stochastic PDEs: analytical approach ⋮ Stochastic partial differential equations with singular terminal condition ⋮ Quasilinear stochastic PDEs with two obstacles: probabilistic approach ⋮ Large deviation principles of obstacle problems for quasilinear stochastic PDEs ⋮ The obstacle problem for quasilinear stochastic PDE's ⋮ Global martingale solutions for a stochastic population cross-diffusion system ⋮ The obstacle problem for quasilinear stochastic PDEs with degenerate operator ⋮ Nonlinear parabolic SPDEs involving Dirichlet operators ⋮ Strong solutions of forward-backward stochastic differential equations with measurable coefficients ⋮ Maximum principle for quasi-linear backward stochastic partial differential equations ⋮ The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition ⋮ A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle ⋮ \(L^p\)-strong solutions of stochastic partial differential equations with monotonic drifts ⋮ \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's ⋮ The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

This page was built for publication: A general analytical result for non-linear {SPDE}'s and applications