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White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles
3 references·1 citing·14 second hop
White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles (2009)White noise driven SPDEs with reflection:…An introduction to stochastic partial differential equations (2006)An introduction to stochastic…White noise driven SPDEs with reflection (1993)White noise driven SPDEs with…White noise driven quasilinear SPDEs with reflection (1992)White noise driven quasilinea…Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs (2019)Large Deviation Principles of…Stochastic partial differential equations and filtering of diffusion processes (1980)Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)On quasi-linear stochastic partial differential equations (1993)Malliavin Calculus for White Noise Driven Parabolic SPDEs (1998)Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process (1999)A variational representation for certain functionals of Brownian motion (1998)A Concise Course on Stochastic Partial Differential Equations (2007)Large Deviation Principle for McKean–Vlasov Quasilinear Stochastic Evolution Equations (2021)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs (2023)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s (1999)Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II (1999)Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection (2002)
this work references cited by second hop

References

  • 2006An introduction to stochastic partial differential equations2,216 cited
  • 1992White noise driven quasilinear SPDEs with reflection150 cited
  • 1993White noise driven SPDEs with reflection144 cited

Cited by

  • 2019Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs62 cited

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