Nonlinear stochastic integral equations in the plane

DOI10.1016/0304-4149(93)90004-NzbMath0777.60052OpenAlexW2042862841MaRDI QIDQ2368165

Yanyan Li

Publication date: 15 December 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90004-n

zbMATH Keywords

two-parameter Wiener processnonlinear stochastic integral equationsrepresentable semimartingale

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Time-reversal in hyperbolic s. p. d. e. 's ⋮ The law of the solution to a nonlinear hyperbolic SPDE ⋮ Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Unnamed Item ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

Cites Work

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• Existence of strong solutions for stochastic differential equations in the plane
• Random nonlinear wave equations: Smoothness of the solutions
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Différents types de variations produit pour une semi-martingale représentable de \([0,1^2\)]