Parabolic Ito Equations with Mixed in Time Conditions

DOI10.1080/07362990802007137zbMath1148.60035OpenAlexW2027695042MaRDI QIDQ3506301

Nikolai G. Dokuchaev

Publication date: 12 June 2008

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

Full work available at URL: http://hdl.handle.net/20.500.11937/12158

zbMATH Keywords

stochastic partial differential equationsparabolic Itô equationsmixed in time conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Linear differential equations in abstract spaces (34G10)

Related Items (5)

On degenerate backward SPDEs in bounded domains under non-local conditions ⋮ First Order BSPDEs in Higher Dimension for Optimal Control Problems ⋮ On recovering parabolic diffusions from their time-averages ⋮ Degenerate backward SPDEs in bounded domains and applications to barrier options ⋮ On forward and backward SPDEs with non-local boundary conditions

Cites Work

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• Periodic solutions of some nonlinear degenerate parabolic equations
• Stochastic heat equation with random coefficients
• A duality analysis on stochastic partial differential equations
• White noise driven parabolic SPDEs with measurable drift
• Estimates for distances between first exit times via parabolic equations in unbounded cylinders
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Boundary Value Problems for Functionals of Itô Processes
• Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach
• Fully Nonlinear Stochastic Partial Differential Equations

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