Linear Parabolic Stochastic PDE and Wiener Chaos

R. Mikulevíčius, B. L. Rozovskiĭ

Type: Article

Publication Date: 1998-03-01

Citations: 44

DOI: https://doi.org/10.1137/s0036141096299065

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SIAM Journal on Mathematical Analysis - View

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+	Stochastic Differential Equations: A Wiener Chaos Approach	2006	Sergey V. Lototsky B. L. Rozovskiĭ
+	A class of L\'evy driven SDEs and their explicit invariant measures	2014	Sergio Albeverio Luca Di Persio Elisa Mastrogiacomo Boubaker Smii
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+	Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics	2010	Vasile Nicolae Stanciulescu M. V. Tretyakov
+	Solving parabolic stochastic partial differential equations via averaging over characteristics	2009	Grigori N. Milstein M. V. Tretyakov
+ PDF Chat	ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION	2004	Alberto Lanconelli Frank Proske
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+	On backward stochastic differential equations	1982	Hiroshi Kunitha
+	ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS	1977	Н. В. Крылов B. L. Rozovskiĭ
+ PDF Chat	On the optimal filtering of diffusion processes	1969	Moshe Zakai
+	On the martingale problem associated with nondegenerate Lévy operators	1992	R. Mikulevíčius H. Pragarauskas
+ PDF Chat	Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations	1998	Jürgen Potthoff Gjermund Våge H. Watanabe
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+	ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS	1976	A J Veretennikov Н. В. Крылов
+	The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals	1947	R. H. Cameron W. T. Martin