Variational solutions to nonlinear stochastic differential equations in Hilbert spaces

DOI10.1007/s40072-018-0114-0zbMath1427.60115arXiv1802.07533OpenAlexW2963095225MaRDI QIDQ2315121

Viorel Barbu, Michael Roeckner

Publication date: 31 July 2019

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

Full work available at URL: https://arxiv.org/abs/1802.07533

zbMATH Keywords

minimization problemBrownian motionmaximal monotone operatorsubdifferentialrandom differential equation

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

A variational approach to nonlinear stochastic differential equations with linear multiplicative noise ⋮ The critical variational setting for stochastic evolution equations ⋮ Global martingale solutions for a stochastic population cross-diffusion system

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
• Optimal control approach to nonlinear diffusion equations driven by Wiener noise
• Stochastic partial differential equations: an introduction
• An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise
• A variational approach to stochastic nonlinear parabolic problems
• Stochastic porous media equations
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Weak compactness in spaces of Bochner integrable functions and applications
• Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
• Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
• A concise course on stochastic partial differential equations
• Integrals which are convex functionals
• Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations
• Stochastic Equations in Infinite Dimensions
• A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Stochastic evolution equations

This page was built for publication: Variational solutions to nonlinear stochastic differential equations in Hilbert spaces