Аннотация:
Исследуется задача Коши для линейных стохастических дифференциальных
уравнений с частными производными. Основное содержание работы составляют теоремы существования и единственности решений для уравнений этого типа в пространствах Соболева $L_p(\Omega;C([0,T],W_p^m))$ ($m\geqslant1$, $p\geqslant2$).
Библиография: 12 названий.
Образец цитирования:
Н. В. Крылов, Б. Л. Розовский, “О задаче Коши для линейных стохастических уравнений с частными производными”, Изв. АН СССР. Сер. матем., 41:6 (1977), 1329–1347; Math. USSR-Izv., 11:6 (1977), 1267–1284
B. D. O. Anderson, A. N. Bishop, P. Del Moral, C. Palmier, “Backward nonlinear smoothing diffusions”, Теория вероятн. и ее примен., 66:2 (2021), 305–326; Theory Probab. Appl., 66:2 (2021), 245–262
Marta De León-Contreras, István Gyöngy, Sizhou Wu, “On Solvability of Integro-Differential Equations”, Potential Anal, 55:3 (2021), 443
Kai Du, Jiakun Liu, Fu Zhang, “Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs”, Ann. Inst. H. Poincaré Probab. Statist., 56:2 (2020)
Yuxing Wang, Kai Du, “Schauder-type estimates for higher-order parabolic SPDEs”, J. Evol. Equ., 20:4 (2020), 1453
Benjamin Fehrman, Benjamin Gess, “Well-Posedness of Nonlinear Diffusion Equations with Nonlinear, Conservative Noise”, Arch Rational Mech Anal, 233:1 (2019), 249
Eyal Neuman, “Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise”, Ann. Probab., 46:6 (2018)
Virginie Konlack Socgnia, Olivier Menoukeu Pamen, “A maximum principle for controlled stochastic factor model”, ESAIM: COCV, 24:2 (2018), 495
Hussain Alazki, Alexander Poznyak, “Robust Model-Free Software Sensors for the HIV/AIDS Infection Process”, IJMNTA, 06:02 (2017), 39
Du K., Liu J., “A Schauder estimate for stochastic PDEs”, C. R. Math., 354:4 (2016), 371–375
Dominic Breit, “Regularity theory for nonlinear systems of SPDEs”, manuscripta math., 146:3-4 (2015), 329
Kai Du, Shaokuan Chen, “Backward stochastic partial differential equations with quadratic growth”, Journal of Mathematical Analysis and Applications, 2014
Máté Gerencsér, István Gyöngy, Nicolai Krylov, “On the solvability of degenerate stochastic partial differential equations in Sobolev spaces”, Stoch PDE: Anal Comp, 2014
Kai Du, Shanjian Tang, Qi Zhang, “-solution () of linear degenerate backward stochastic partial differential equations in the whole space”, Journal of Differential Equations, 254:7 (2013), 2877
E.J.oseph Hall, “Higher Order Spatial Approximations for Degenerate Parabolic Stochastic Partial Differential Equations”, SIAM J. Math. Anal, 45:4 (2013), 2071
Martina Hofmanová, “Strong solutions of semilinear stochastic partial differential equations”, Nonlinear Differ. Equ. Appl., 20:3 (2013), 757
Eric Joseph Hall, “Accelerated Spatial Approximations for Time Discretized Stochastic Partial Differential Equations”, SIAM J. Math. Anal, 44:5 (2012), 3162
Mohammud Foondun, Davar Khoshnevisan, “An asymptotic theory for randomly forced discrete nonlinear heat equations”, Bernoulli, 18:3 (2012)