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White noise driven SPDEs with reflection
4 references·8 citing·31 second hop
White noise driven SPDEs with reflection (1993)White noise driven SPDEs with reflectionAn introduction to stochastic partial differential equations (2006)An introduction to stochastic…White noise driven quasilinear SPDEs with reflection (1992)White noise driven quasilinea…Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)Stochastic differential equat…Stochastic partial differential equations and filtering of diffusion processes (1980)Stochastic partial differenti…Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs (2019)Large Deviation Principles of…The obstacle problem for quasilinear stochastic PDE’s (2010)The obstacle problem for quas…White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles (2009)White noise driven SPDEs with…Regularity of the density for the stochastic heat equation (2008)Regularity of the density for…Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection (2002)Integration by parts formulae…Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process (1999)Space-time continuous solutio…Malliavin Calculus for White Noise Driven Parabolic SPDEs (1998)Malliavin Calculus for White …On quasi-linear stochastic partial differential equations (1993)On quasi-linear stochastic pa…Stochastic Differential Equations and Diffusion Processes (1983)The Malliavin Calculus and Related Topics (1995)Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise (1997)Absolute continuity for some one-dimensional processes (2008)Absolute continuity for some one-dimensional processes (2010)Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (1984)Non-linear rough heat equations (2011)Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces (2013)Stochastic heat equation with rough dependence in space (2017)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (1995)Stochastic evolution equations in (1999)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Second Order PDE’s in Finite and Infinite Dimension (2001)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equations with reflecting boundary conditions (1984)Euler scheme for reflected stochastic differential equations (1995)Problàme de Skorohod multivoque (1998)A symmetrized Euler scheme for an efficient approximation of reflected diffusions (2004)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)Optimal Control for Partially Observed Diffusions (1982)Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (1983)Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994)
this work references cited by second hop

References

  • 2006An introduction to stochastic partial differential equations2,216 cited
  • 1980Stochastic partial differential equations and filtering of diffusion processes576 cited
  • 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary229 cited
  • 1992White noise driven quasilinear SPDEs with reflection150 cited

Cited by

  • 1999Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process97 cited
  • 1998Malliavin Calculus for White Noise Driven Parabolic SPDEs92 cited
  • 1993On quasi-linear stochastic partial differential equations75 cited
  • 2009White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles72 cited
  • 2002Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection66 cited
  • 2019Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs62 cited
  • 2008Regularity of the density for the stochastic heat equation47 cited
  • 2010The obstacle problem for quasilinear stochastic PDE’s28 cited

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