Stochastic partial differential equations and filtering of diffusion processes

Stochastics ◽  
1980 ◽  
Vol 3 (1-4) ◽  
pp. 127-167 ◽  
Author(s):  
E. Pardouxt
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential

scholarly journals Stochastic Measure Diffusion Processes

1979 ◽  
Vol 22 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Donald A. Dawson
Keyword(s):  
Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential ◽  
Stochastic Measure ◽  
Recent Developments

The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13]. In order to set this review in its appropriate setting we begin by considering a simple scalar stochastic differential equation.

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.

Sign in / Sign up

Export Citation Format

Share Document