scientific article

Publication date: 27 January 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic partial differential equations asymptotic behaviour mild solutions random environments stochastic integrals population models financial mathematics Poisson random fields Lévy-type noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Population dynamics (general) (92D25) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (36)

Explosive solutions of parabolic stochastic partial differential equations with Lévy noise ⋮ Some properties of space-time fractional stochastic partial differential equations with Lévy noise ⋮ On a coupled SDE-PDE system modeling acid-mediated tumor invasion ⋮ A nonlocal sample dependence SDE-PDE system modeling proton dynamics in a tumor ⋮ Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation ⋮ Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication ⋮ On the stochastic Magnus expansion and its application to SPDEs ⋮ A stochastic age-structured HIV/AIDS model based on parameters estimation and its numerical calculation ⋮ Global well-posedness of the viscous Camassa-Holm equation with gradient noise ⋮ First-order linear Marcus SPDEs ⋮ Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> ⋮ Stochastic PDE model for spatial population growth in random environments ⋮ A dynamic capillarity equation with stochastic forcing on manifolds: A singular limit problem ⋮ Finite-time blow-up of a non-local stochastic parabolic problem ⋮ Well-posedness of stochastic continuity equations on Riemannian manifolds ⋮ Euler-Lagrangian approach to stochastic Euler equations in Sobolev spaces ⋮ A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates ⋮ Global existence of dissipative solutions to the Camassa-Holm equation with transport noise ⋮ Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions ⋮ Convergence and stability of stochastic parabolic functional differential equations ⋮ Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients ⋮ The effect of a noise on the stochastic modified Camassa–Holm equation ⋮ The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations ⋮ Nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing ⋮ Renormalization of stochastic continuity equations on Riemannian manifolds ⋮ On the Cauchy problem for stochastic parabolic equations in Hölder spaces ⋮ Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes ⋮ Exponential stabilization for 1-D linear Itô-type state-dependent stochastic parabolic PDE systems via static output feedback ⋮ Analysis of a stratified Kraichnan flow ⋮ The transport equation and zero quadratic variation processes ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion ⋮ RVE problem: mathematical aspects and related stochastic mechanics ⋮ An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems ⋮ Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients ⋮ FINITE-APPROXIMATE CONTROLLABILITY OF NONLOCAL STOCHASTIC CONTROL SYSTEMS DRIVEN BY HYBRID NOISES

This page was built for publication: