Some result on stochastic partial differential equations by the stochastic characteristics method

DOI10.1080/07362998808809144zbMath0647.60070OpenAlexW2082413192WikidataQ126241019 ScholiaQ126241019MaRDI QIDQ3792000

Luciano Tubaro

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07362998808809144

zbMATH Keywords

stochastic partial differential equationabstract evolution equationsstochastic characteristics method

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications ⋮ A relatively short proof of Itô's formula for SPDEs and its applications ⋮ A (rough) pathwise approach to a class of non-linear stochastic partial differential equations ⋮ Stochastic Camassa-Holm equation with convection type noise ⋮ A variational approach to evolution problems with variable domains ⋮ The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation ⋮ Partial differential equations driven by rough paths ⋮ Stochastic flows for nonlinear second-order parabolic SPDE

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