Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

Modern Stochastics Theory and Applications ◽

10.15559/19-vmsta139 ◽

2019 ◽

pp. 345-375 ◽

Cited By ~ 1

Author(s):

Mounir Zili ◽

Eya Zougar

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Divergence Form ◽

Partial Differential ◽

Divergence Form Operator ◽

Quadratic Variations ◽

Elliptic Divergence

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Regularity Properties of a Stochastic Partial Differential Equation

Seminar on Stochastic Processes, 1983 ◽

10.1007/978-1-4684-9169-2_13 ◽

1984 ◽

pp. 257-290 ◽

Cited By ~ 1

Author(s):

John B. Walsh

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential ◽

Regularity Properties

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Densities of a measure–valued process governed by a stochastic partial differential equation

Systems & Control Letters ◽

10.1016/s0167-6911(81)80044-8 ◽

1981 ◽

Vol 1 (2) ◽

pp. 100-104 ◽

Cited By ~ 17

Author(s):

Hiroshi Kunita

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential

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Existence and uniqueness of mild solution for stochastic partial differential equation with poisson jumps and delays

Open Journal of Mathematical Sciences ◽

10.30538/oms2019.0077 ◽

2019 ◽

Vol 3 (1) ◽

pp. 343-348

Author(s):

Annamalai Anguraj ◽

◽

Ravi Kumar ◽

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Mild Solution ◽

Existence And Uniqueness ◽

Stochastic Partial Differential Equation ◽

Poisson Jumps ◽

Partial Differential

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Stochastic partial differential equation with reflection driven by fractional noises

Stochastics ◽

10.1080/17442508.2019.1602128 ◽

2019 ◽

Vol 92 (1) ◽

pp. 46-66

Author(s):

Suxin Wang ◽

Yiming Jiang ◽

Yongjin Wang

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential ◽

Fractional Noises

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Understanding the Stochastic Partial Differential Equation Approach to Smoothing

Journal of Agricultural Biological and Environmental Statistics ◽

10.1007/s13253-019-00377-z ◽

2019 ◽

Vol 25 (1) ◽

pp. 1-16

Author(s):

David L. Miller ◽

Richard Glennie ◽

Andrew E. Seaton

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Equation Approach ◽

Partial Differential

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CENTRAL LIMIT THEOREM AND SPECTRAL ASYMPTOTICS FOR NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH WEAK NONLINEARITY

Series on Advances in Mathematics for Applied Sciences - Homogenization ◽

10.1142/9789812812919_0014 ◽

1999 ◽

pp. 407-418

Author(s):

A.L. PIATNITSKI

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Stochastic Partial Differential Equation ◽

Spectral Asymptotics ◽

Weak Nonlinearity ◽

Partial Differential

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Generalized Brownian functionals and the solution to a stochastic partial differential equation

Journal of Functional Analysis ◽

10.1016/0022-1236(89)90098-0 ◽

1989 ◽

Vol 84 (2) ◽

pp. 279-296 ◽

Cited By ~ 21

Author(s):

David Nualart ◽

Moshe Zakai

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential

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On a stochastic partial differential equation with a fractional Laplacian operator

Stochastic Processes and their Applications ◽

10.1016/j.spa.2012.04.015 ◽

2012 ◽

Vol 122 (9) ◽

pp. 3288-3311 ◽

Cited By ~ 14

Author(s):

Tongkeun Chang ◽

Kijung Lee

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Fractional Laplacian ◽

Stochastic Partial Differential Equation ◽

Laplacian Operator ◽

Partial Differential ◽

Fractional Laplacian Operator

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A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.3366536 ◽

2019 ◽

Cited By ~ 1

Author(s):

Rama Cont ◽

Marvin S. Mueller

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Limit Order Book ◽

Equation Model ◽

Order Book ◽

Limit Order ◽

Differential Equation Model ◽

Partial Differential ◽

Partial Differential Equation Model

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Multivariate type G Matérn stochastic partial differential equation random fields

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12351 ◽

2019 ◽

Vol 82 (1) ◽

pp. 215-239 ◽

Cited By ~ 3

Author(s):

David Bolin ◽

Jonas Wallin

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Random Fields ◽

Stochastic Partial Differential Equation ◽

Partial Differential

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