Stochastic partial differential equations in Hölder spaces
type: Item
instance of: scholarly article
title: Stochastic partial differential equations in Hölder spaces
zbMATH Open document ID: 0799.60053
DOI: 10.1007/BF01199588
author: Pao-Liu Chow
author: Jing-Lin Jiang
publication date: 1994-11-17T00:00:00Z
review text: We prove the existence and regularity of solutions to stochastic partial differential equations of parabolic Itô type in Hölder spaces under the usual sublinear growth and local Lipschitz conditions. Some examples are given to which our main theorems apply.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 627485
zbMATH Keywords: existence and regularity of solutions
zbMATH Keywords: stochastic partial differential equations
MaRDI profile type: Publication
cites work: Q5337605
cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
cites work: Equations aux dérivées partielles stochastiques non linéaires. I
cites work: Q3049612
cites work: Stability of nonlinear stochastic-evolution equations
cites work: Large deviation problem for some parabolic itǒ equations
cites work: Q4191386
cites work: Stochastic evolution equations
cites work: Stochastic evolution equations and related measure processes
cites work: Q3888269
cites work: Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
cites work: Q5520962
cites work: Q3719572
cites work: Q3995203
cites work: Gaussian measures in Banach spaces
cites work: On a stopped Doob's inequality and general stochastic equations
cites work: Stochastic partial differential equations and filtering of diffusion processes
cites work: Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
cites work: On the optimal filtering of diffusion processes
full work available at URL: https://doi.org/10.1007/bf01199588
OpenAlex ID: W2915004942
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 627485