Download this PDF file Fullscreen Fullscreen Off
References
- N.U. Ahmed, An existence theorem for stochastic nonlinear evolution equations on Banach space, Stoch. Anal. Appl., 10(4) (1992), 379-385. Math Review link
- A. Bensoussan, Some existence results for stochastic partial differential equations, in Stochastic Partial Differential Equations and Applications, G. Da Prato and L. Tubaro, eds., Pitman Res. Notes Math. Ser., 268 (1992), 37-53. Math Review link
- A. Bensoussan, R. Temam, Equations aux d'eriv'ees partielles stochastiques non lin'eaires (1), Israel J. Math., 11, No. 1 (1972), 95-129. Math Review link
- A. Bensoussan, R. Temam, Equations stochastiques du type Navier-Stokes, J. Funct. Anal., 13, No. 2 (1973), 195-222. Math Review link
- Yu.L. Dalecky, N.Yu. Goncharuk, On a quasilinear stochastic differential equation of parabolic type, Stoch. Anal. Appl., 12(1) (1994), 103-129. Math Review link
- G. Da Prato, L. Tubaro, Fully nonlinear stochastic partial differential equations, SIAM J. Math. Anal. Vol.27, No. 1 (1996), 40-55. Math Review link
- G. Da Prato, J. Zabczyk, Stochastic equations in infinite dimensions, Cambridge University Press, New York, NY, 1992.
- N.V.Krylov, On $L_p$-theory of stochastic partial differential equations in the whole space, SIAM J. Math. Anal. Vol.27, No.2 (1996), 313-340. Math Review link
- N.V. Krylov, An analytic approach to SPDEs, in Stochastic Partial Differential Equations, Six Perspectives, Mathematical Surveys and Monographs, AMS, submitted.
- N.V. Krylov, Nonlinear elliptic and parabolic equations of the second order, D.Reidel, Dordrect, 1987. Math Review link
- N.V. Krylov, On explicit formula for solutions of evolutionary SPDEs (a kind of introduction to the theory), Lecture Notes in Control and Inform. Sci., Vol. 176 (1992), 153-164.
- N.V. Krylov, Introduction to the theory of diffusion processes, Amer. Math. Soc., Providence, RI, 1995. Math Review link
- N.V. Krylov, B.L. Rozovskii, Stochastic evolution equations, J. Sov. Math., 16 (1981), 1233-1277. Math Review link
- N.V. Krylov, B.L. Rozovskii, Stochastic partial differential equations and diffusion processes, Russian Math. Surveys, 37 (1982), 81-105. Math Review link
- O.A. Ladyzenskaya, V.V. Solonnikov, N.N. Ural'tseva, Linear and quasilinear equations of parabolic type, Transl AMS, Vol. 23, Am. Math. Soc. Providence, RI, 1968.
- E. Pardoux, Equations aux deriv'ees partielles stochastiques nonlin'eaires monotones, Th`ese, Universit'e Paris XI, 1975
- E. Pardoux, Stochastic partial differential equations and filtering of diffusion processes, Stochastics, Vol.3 (1979), 127-167. Math Review link
- B.L.Rozovskii, Stochastic evolution systems, Kluwer, Dordrecht, 1990. Math Review link
- L. Tubaro, Some results on stochastic partial differential equations by the stochastic characteristics method, Stoch. Anal. Appl., 6(2) (1988), 217-230. Math Review link
- H. Yoo, $L_p$-estimates for stochastic PDEs with discontinuous coefficients, to appear in Stoch. Anal. Appl.

This work is licensed under a Creative Commons Attribution 3.0 License.