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ArticleOn quasi-linear stochastic partial differential equations

István Gyöngy1993

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Articlebronze1993

On quasi-linear stochastic partial differential equations

István Gyöngy · Étienne Pardoux

75 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

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References

1983Stochastic Differential Equations and Diffusion Processes 2006An introduction to stochastic partial differential equations 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS 1946On a stochastic integral equation 1993White noise driven SPDEs with reflection 1992Comparison methods for a class of function valued stochastic partial differential equations

Cited by

1999Stochastic evolution equations in 1997Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise 1995Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise 2004REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE 1994On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary 2003Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet

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Year1993

Typearticle

Published1993-12-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations75

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01192556

openalex_workW2000392407

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2008Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

2003Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift