Linear Parabolic Stochastic PDEs and Wiener Chaos

被引：0

|

作者：

机构：

来源：

SIAM News | / 29卷 / 02期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

相关论文

共 50 条

[1] Linear parabolic stochastic PDEs and Wiener chaos
Mikulevicius, R
Rozovskii, B
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1998, 29 (02) : 452 - 480
[2] Wiener chaos solutions of linear stochastic evolution equations
Lototsky, S. V.
Rozovskii, B. L.
ANNALS OF PROBABILITY, 2006, 34 (02): : 638 - 662
[3] Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus
Darses, Sebastien
Lepinette-Denis, Emmanuel
STOCHASTIC ANALYSIS AND APPLICATIONS, 2012, 30 (01) : 67 - 99
[4] Renormalisation of parabolic stochastic PDEs
Martin Hairer
Japanese Journal of Mathematics, 2018, 13 : 187 - 233
[5] Renormalisation of parabolic stochastic PDEs
Hairer, Martin
JAPANESE JOURNAL OF MATHEMATICS, 2018, 13 (02): : 187 - 233
[6] WIENER CHAOS SOLUTIONS FOR LINEAR BACKWARD STOCHASTIC EVOLUTION EQUATIONS
Yannacopoulos, Athanasios N.
Frangos, Nikolaos E.
Karatzas, Ioannis
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 43 (01) : 68 - 113
[7] Numerical methods for stochastic parabolic PDEs
Shardlow, T
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 1999, 20 (1-2) : 121 - 145
[8] A Stochastic Representation for Nonlocal Parabolic PDEs with Applications
Dai, Min
Kou, Steven
Yang, Chen
MATHEMATICS OF OPERATIONS RESEARCH, 2022, 47 (03) : 1707 - 1730
[9] ON PARAREAL ALGORITHMS FOR SEMILINEAR PARABOLIC STOCHASTIC PDEs
Brehier, Charles-Edouard
Wang, Xu
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 58 (01) : 254 - 278
[10] On the multifractal local behavior of parabolic stochastic PDEs
Huang, Jingyu
Khoshnevisan, Davar
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2017, 22

← 1 2 3 4 5 →