Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property

DOI10.1080/17442509208833804zbMath0767.60051OpenAlexW1978842438WikidataQ115295034 ScholiaQ115295034MaRDI QIDQ4034502

Catherine Donati-Martin

Publication date: 16 May 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833804

zbMATH Keywords

anticipative stochastic calculusMarkov field propertyelliptic stochastic partial differential equationgerm Markov field

Mathematics Subject Classification ID

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

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A second-order Stratonovich differential equation with boundary conditions ⋮ A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional ⋮ Uniqueness in law for stochastic boundary value problems ⋮ Unnamed Item ⋮ A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION ⋮ Markov property of stationary, discrete, quasi-linear equations

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