On a Theorem by A.S. Cherny for Semilinear Stochastic Partial\n Differential Equations [PDF]
, 2020 David Criens, Moritz Ritter
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Existence and Stability of Solutions for Nonautonomous Stochastic Functional Evolution Equations
Journal of Inequalities and Applications, 2009 We establish the results on existence and exponent stability of solutions for a semilinear nonautonomous neutral stochastic evolution equation with finite delay; the linear part of this equation is dependent on time and generates a linear evolution ...
Fu Xianlong
doaj
Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing
Abstract and Applied Analysis, 2013 This paper deals with the numerical solution of option pricing stochastic volatility model described by a time-dependent, two-dimensional convection-diffusion reaction equation.
R. Company +3 more
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Invariant manifolds for stochastic partial differential equations
The Annals of Probability, 2003 Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for stochastic ordinary differential equations is relatively mature. In this paper, we present a unified theory of invariant
Duan, Jinqiao +2 more
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Lp-solutions Of The Stochastic Transport Equation
, 2015 We consider the stochastic transport linear equation and we prove existence and uniqueness of weak Lp-solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation.
Catuogno P., Olivera C.
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A New Class of Backward Stochastic Partial Differential Equations with Jumps and Applications [PDF]
, 2011 Wanyang Dai
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Numerical study in stochastic homogenization for elliptic partial differential equations: Convergence rate in the size of representative volume elements [PDF]
, 2020 Venera Khoromskaia +2 more
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Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
Journal of Functional Analysis, 2010 65Pages
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Projection schemes for stochastic partial differential equations
, 2009 The focus of the present work is to develop stochastic reduced basis methods (SRBMs) for solving partial differential equations (PDEs) defined on random domains and nonlinear stochastic PDEs (SPDEs).
Prerapa, Surya Mohan
core
Pathwise mild solutions for quasilinear stochastic partial differential equations [PDF]
, 2020 Christian Kuehn, Alexandra Neamţu
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