scholarly journals Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

2013 ◽  
pp. 95-130 ◽  
Author(s):  
István Gyöngy ◽  
Pablo Raúl Stinga
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Rate Of Convergence ◽  
Stochastic Partial Differential Equations ◽  
Partial Differential

scholarly journals On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations

2004 ◽  
Vol 2004 (2) ◽  
pp. 109-122 ◽  
Author(s):  
M. N. Mishra ◽  
B. L. S. Prakasa Rao
Keyword(s):  
Maximum Likelihood ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Rate Of Convergence ◽  
Maximum Likelihood Estimator ◽  
Stochastic Partial Differential Equations ◽  
Likelihood Estimator ◽  
Partial Differential ◽  
Distribution Of The Maximum

This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs).

scholarly journals Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

2021 ◽  
Author(s):  
Shohei Nakajima
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Weak Solutions ◽  
Stochastic Partial Differential Equations ◽  
Fractional Laplacian ◽  
Existence Of Solutions ◽  
Partial Differential ◽  
Continuity Theorem ◽  
Existence Of Weak Solutions ◽  
One Dimensional

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.

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