Solutions of stochastic partial differential equations considered as Dirichlet processes

DOI10.3150/bj/1099579156zbMath1071.60054OpenAlexW1982373565MaRDI QIDQ1769782

Laurent Denis

Publication date: 30 March 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1099579156

zbMATH Keywords

pathwise comparison principle

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

Infinite dimensional weak Dirichlet processes and convolution type processes ⋮ Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ Stochastic partial integral-differential equations with divergence terms ⋮ Necessary condition for optimal control of doubly stochastic systems ⋮ The obstacle problem for quasilinear stochastic PDEs: analytical approach ⋮ Variations of the solution to a stochastic heat equation ⋮ Temporal variation for fractional heat equations with additive white noise

Cites Work

• Volterra equations driven by semimartingales
• Dirichlet forms and analysis on Wiener space
• White noise driven SPDEs with reflection
• Dirichlet forms and symmetric Markov processes
• On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
• Les processus de dirichlet et tant qu'espace de banach
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Solutions of stochastic partial differential equations considered as Dirichlet processes