Quasi-sure limit theorem of parabolic stochastic partial differential equations

DOI10.1007/s10114-004-0353-zzbMath1057.60064OpenAlexW2053231028MaRDI QIDQ705108

Xicheng Zhang

Publication date: 25 January 2005

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-004-0353-z

zbMATH Keywords

capacityMalliavin calculusquasi-sure continuous

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Malliavin calculus for white noise driven parabolic SPDEs
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
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• On quasi-linear stochastic partial differential equations
• White noise driven parabolic SPDEs with measurable drift
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Absolute continuity of the law of the solution of a parabolic SPDE

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