Results 331 to 340 of about 355,119 (383)

Stochastic Bilinear Partial Differential Equations

1975
We prove existence and uniqueness theorems for a class of partial differential equations with a bilinear stochastic forcing term. We give both white noise and Wiener process [Ito integral] versions and indicate the interrelationships. Another feature is the use of semigroup theory, in contrast to the Lions-Magenes variational theory.
openaire   +1 more source

Difference Methods for Stochastic Partial Differential Equations

ZAMM, 2002
The deterministic theory of finite difference schemes is an important subject in order to approximate the solutions of partial differential equations. This article presents difference methods in order to approximate the solutions of stochastic partial differential equations of Itô-type, in particular hyperbolic equations.
openaire   +2 more sources

Stochastic Functional (Partial) Differential Equations

2013
In this chapter we investigate Harnack/shift Harnack inequalities and derivative formulas for stochastic functional differential equations. In this case, the strong or mild solution is no longer Markovian. These inequalities and formulas are therefore established for the semigroup associated with the functional (or segment) solutions.
openaire   +1 more source

Semilinear Stochastic Partial Differential Equations

2013
In this chapter we establish Harnack/shift Harnack inequalities and derivative formulas for the semigroup associated with mild solutions of semilinear stochastic differential equations on Hilbert spaces. For simplicity, we consider only single-valued equations with a time-homogeneous linear operator; see Da Prato et al. (J. Funct. Anal.
openaire   +1 more source

Stochastic Partial Differential Equations

2014
Jinqiao Duan, Wei WANG
openaire   +2 more sources

Stochastic Partial Differential Equations

2021
openaire   +3 more sources

Stochastic partial differential equations

1996
Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang   +3 more
openaire   +2 more sources

Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise

, 2016
Junfeng Liu, Litan Yan
semanticscholar   +1 more source

Stochastic Partial Differential Equation-Based Model for Suspended Sediment Transport in Surface Water Flows

, 2007
C. Man, Christina W. Tsai
semanticscholar   +1 more source

Stochastic difference equations and a stochastic partial differential equation for neutron transport

, 2012
E. Allen
semanticscholar   +1 more source