Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
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DOI: 10.1016/j.spa.2012.10.008
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References listed on IDEAS
- Viorel Barbu, 2012. "Optimal Control Approach to Nonlinear Diffusion Equations Driven by Wiener Noise," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 1-26, April.
- Duncan, T.E. & Maslowski, B. & Pasik-Duncan, B., 2005. "Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise," Stochastic Processes and their Applications, Elsevier, vol. 115(8), pages 1357-1383, August.
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Cited by:
- Tölle, Jonas M., 2020. "Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 3220-3248.
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Keywords
Stochastic differential equations; Brownian motion; Progressively measurable; Porous media equations;All these keywords.
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