Stochastic evolution equations with a spatially homogeneous Wiener process
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- Bojdecki, Tomasz & Jakubowski, Jacek, 1989. "Ito stochastic integral in the dual of a nuclear space," Journal of Multivariate Analysis, Elsevier, vol. 31(1), pages 40-58, October.
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- Basson, Arnaud, 2008. "Spatially homogeneous solutions of 3D stochastic Navier-Stokes equations and local energy inequality," Stochastic Processes and their Applications, Elsevier, vol. 118(3), pages 417-451, March.
- Talarczyk, Anna, 2001. "Self-intersection local time of order k for Gaussian processes in," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 17-72, November.
- 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.
- C. Cardon-Weber & A. Millet, 2004. "On Strongly Petrovskii's Parabolic SPDEs in Arbitrary Dimension and Application to the Stochastic Cahn–Hilliard Equation," Journal of Theoretical Probability, Springer, vol. 17(1), pages 1-49, January.
- Wang, JinRong, 2015. "Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 315-323.
- Márquez-Carreras, D. & Mellouk, M. & Sarrà, M., 2001. "On stochastic partial differential equations with spatially correlated noise: smoothness of the law," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 269-284, June.
- Fannjiang, Albert & Komorowski, Tomasz & Peszat, Szymon, 2002. "Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows," Stochastic Processes and their Applications, Elsevier, vol. 97(2), pages 171-198, February.
- Chen, Le & Dalang, Robert C., 2015. "Moment bounds and asymptotics for the stochastic wave equation," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1605-1628.
- Lund, Adam & Hansen, Niels Richard, 2019. "Sparse network estimation for dynamical spatio-temporal array models," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
- Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís, 2016. "SPDEs with rough noise in space: Hölder continuity of the solution," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 310-316.
- Tessitore, Gianmario & Zabczyk, Jerzy, 1998. "Strict positivity for stochastic heat equations," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 83-98, September.
- Rama Cont, 1999. "Modeling interest rate dynamics: an infinite-dimensional approach," Papers cond-mat/9902018, arXiv.org.
- Xiangfeng Yang & Kai Yao, 2017. "Uncertain partial differential equation with application to heat conduction," Fuzzy Optimization and Decision Making, Springer, vol. 16(3), pages 379-403, September.
- Bojdecki, Tomasz & Jakubowski, Jacek, 1999. "Invariant measures for generalized Langevin equations in conuclear space," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 1-24, November.
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Keywords
Stochastic partial differential equations Homogeneous Wiener process Random environment Large deviation principle;Statistics
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