A partial differential equation with the white noise as a coefficient

DOI10.1007/BF00549294zbMath0258.60044WikidataQ115394988 ScholiaQ115394988MaRDI QIDQ5674191

Shigeyoshi Ogawa

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (13)

Transport and continuity equations with (very) rough noise ⋮ A BPE model for the Burgers equation ⋮ Mean value theorems for the noncausal stochastic integral ⋮ Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ BPE and a noncausal Girsanov's theorem ⋮ Le bruit blanc et calcul stochastique ⋮ Filtering and identification of Heston's stochastic volatility model and its market risk ⋮ Some approximations of stochastic integrals and solutions of stochastic differential equations ⋮ Initial-boundary value problem for stochastic transport equations ⋮ Existence and uniqueness of solutions to a class of stochastic functional partial differential equations via integral contractors ⋮ Quelques propriétés de l’intégrale stochastique du type noncausal ⋮ Quelques propriétés de l’intégrale stochastique du type noncausal

Cites Work

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• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Generlized solutions of linear differential equations with dicontinuous coefficients and the uniqueness question for multidimensional quasilinear conservation laws
• A New Representation for Stochastic Integrals and Equations
• On a Riemann definition of the stochastic integral, I
• On a Riemann definition of the stochastic integral, II

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