Potential theory for hyperbolic SPDEs.
DOI10.1214/009117904000000685zbMath1054.60066arXivmath/0410110OpenAlexW1485162367MaRDI QIDQ1879816
Eulalia Nualart, Robert C. Dalang
Publication date: 15 September 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410110
potential theoryGaussian processhitting probabilitymultiparameter processnonlinear hyperbolic stochastic partial differential equations
Random fields (60G60) Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Other generalizations (nonlinear potential theory, etc.) (31C45)
Related Items (31)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Capacity and energy for multiparameter Markov processes
- A probabilistic approach to one class of nonlinear differential equations
- Lectures on stochastic differential equations and Malliavin calculus
- Seminar on stochastic processes, held at the University of California at San Diego, CA (USA), March 30-April 1, 1989
- Stochastic integrals in the plane
- Lower bounds for densities of uniformly elliptic random variables on Wiener space
- Brownian sheet and capacity
- Sample functions of the \(N\)-parameter Wiener process
- Evolution equation of a stochastic semigroup with white-noise drift.
- Generalization of Itô's formula for smooth nondegenerate martingales.
- Markov properties of multiparameter processes and capacities
- Polar sets and multiple points for super-Brownian motion
- Multiparameter Processes
- Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
- Malliavin calculus for two-parameter Wiener functionals
This page was built for publication: Potential theory for hyperbolic SPDEs.