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On a class of stochastic partial differential equations
14 references·0 citing·27 second hop
On a class of stochastic partial differential equations (2016)On a class of stochastic partial differen…Non-linear rough heat equations (2011)Non-linear rough heat equatio…Rough evolution equations (2010)Rough evolution equationsFeynman–Kac formula for heat equation driven by fractional white noise (2010)Feynman–Kac formula for heat …A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2010)A (rough) pathwise approach t…Stochastic heat equation driven by fractional noise and local time (2008)Stochastic heat equation driv…A Minicourse on Stochastic Partial Differential Equations (2008)A Minicourse on Stochastic Pa…Stochastic Partial Differential Equations (2007)Stochastic Partial Differenti…A Concise Course on Stochastic Partial Differential Equations (2007)A Concise Course on Stochasti…Young Integrals and SPDEs (2006)Young Integrals and SPDEsThe Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Rough evolution equations (2006)Rough evolution equationsAn introduction to stochastic partial differential equations (2006)An introduction to stochastic…Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s (1999)Extending the Martingale Meas…Sur les integrales multiples de Stratonovitch (1988)Sur les integrales multiples …The Malliavin Calculus and Related Topics (1995)Differential equations driven by rough signals (1998)Delay equations driven by rough paths (2008)Rough Burgers-like equations with multiplicative noise (2011)A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (2012)Integration questions related to fractional Brownian motion (2000)System Control and Rough Paths (2002)Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (2016)Stochastic heat equation with rough dependence in space (2017)Continuous Martingales and Brownian Motion (1991)Stochastic differential equations and applications (2008)Stochastic integrals for spde’s: A comparison (2010)Stochastic Flows and Stochastic Differential Equations (1998)Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2 (2012)Intermittency for the wave and heat equations with fractional noise in time (2016)Stochastic integration for tempered fractional Brownian motion (2014)A mild Itô formula for SPDEs (2018)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II (1999)Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations (2009)Stochastic Finite Elements (2009)The 1-d stochastic wave equation driven by a fractional Brownian sheet (2007)Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (2011)Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (2014)
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References

  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 2006An introduction to stochastic partial differential equations2,216 cited
  • 2007A Concise Course on Stochastic Partial Differential Equations803 cited
  • 1999Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s488 cited
  • 2007Stochastic Partial Differential Equations461 cited
  • 2008A Minicourse on Stochastic Partial Differential Equations182 cited
  • 2008Stochastic heat equation driven by fractional noise and local time154 cited
  • 2006Rough evolution equations120 cited
  • 2010Feynman–Kac formula for heat equation driven by fractional white noise104 cited
  • 2010Rough evolution equations102 cited
  • 2006Young Integrals and SPDEs100 cited
  • 2010A (rough) pathwise approach to a class of non-linear stochastic partial differential equations90 cited
  • 2011Non-linear rough heat equations73 cited
  • 1988Sur les integrales multiples de Stratonovitch42 cited

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