메뉴 건너뛰기




Volumn 326, Issue 9, 1998, Pages 1085-1092

Fully nonlinear stochastic partial differential equations;Équations aux dérivées partielles stochastiques complètement non-linéaires

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032065441     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(98)80067-0     Document Type: Article
Times cited : (130)

References (16)
  • 2
    • 0003267441 scopus 로고
    • Solutions de viscosité des équations de Hamilton-Jacobi
    • Springer-Verlag
    • [2] Barles G., Solutions de viscosité des équations de Hamilton-Jacobi, Mathématiques et Applications 17, Springer-Verlag, 1994.
    • (1994) Mathématiques et Applications , vol.17
    • Barles, G.1
  • 3
    • 84967708673 scopus 로고
    • User's guide to viscosity solutions of second order partial differential equations
    • [3] Crandall M.G., Ishii H., Lions P.-L., User's guide to viscosity solutions of second order partial differential equations, Bull. Amer. Math. Soc. 27 (1992) 1-67.
    • (1992) Bull. Amer. Math. Soc. , vol.27 , pp. 1-67
    • Crandall, M.G.1    Ishii, H.2    Lions, P.-L.3
  • 4
    • 84967758647 scopus 로고
    • Viscosity solutions of Hamilton-Jacobi equations
    • [4] Crandall M.G., Lions P.-L., Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math, Soc. 277 (1983) 1-42.
    • (1983) Trans. Amer. Math, Soc. , vol.277 , pp. 1-42
    • Crandall, M.G.1    Lions, P.-L.2
  • 6
    • 85030050678 scopus 로고    scopus 로고
    • preprint
    • [6] Funaki T., preprint.
    • Funaki, T.1
  • 8
    • 0003142105 scopus 로고
    • Hamilton-Jacobi equations with discontinuous Hamiltonians on arbitrary open sets
    • [8] Ishii H., Hamilton-Jacobi equations with discontinuous Hamiltonians on arbitrary open sets, Bull. Fac. Sci. Engin. Chuo Univ. 28 (1989) 33-77.
    • (1989) Bull. Fac. Sci. Engin. Chuo Univ. , vol.28 , pp. 33-77
    • Ishii, H.1
  • 9
    • 0002824461 scopus 로고
    • Viscosity solutions of fully nonlinear-second-order elliptic partial differential equations
    • [9] Ishii H., Lions P.-L., Viscosity solutions of fully nonlinear-second-order elliptic partial differential equations, J. Differ. Eq. 83 (1990) 26-78.
    • (1990) J. Differ. Eq. , vol.83 , pp. 26-78
    • Ishii, H.1    Lions, P.-L.2
  • 10
    • 0001537112 scopus 로고    scopus 로고
    • Limits of parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory
    • [10] Kushner H., Huang H., Limits of parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory, Stochastics 14 115-148.
    • Stochastics , vol.14 , pp. 115-148
    • Kushner, H.1    Huang, H.2
  • 11
    • 0001617598 scopus 로고
    • Remarks on Hamilton-Jacobi equations with measurable time dependent Hamiltonians
    • [11] Lions P.-L., Perthame B., Remarks on Hamilton-Jacobi equations with measurable time dependent Hamiltonians, Nonl. Anal. TMA 11 (1987) 613-622.
    • (1987) Nonl. Anal. TMA , vol.11 , pp. 613-622
    • Lions, P.-L.1    Perthame, B.2
  • 15
    • 0003466526 scopus 로고
    • Équations aux dérivées partielles stochastiques non linéaires monotones
    • Thèse, Université Paris-Nord, November
    • [15] Pardoux E., Équations aux dérivées partielles stochastiques non linéaires monotones. Étude de solutions fortes de type Ito, Thèse, Université Paris-Nord, November 1975.
    • (1975) Étude de Solutions Fortes de Type Ito
    • Pardoux, E.1
  • 16
    • 0002569940 scopus 로고
    • On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients of stochastic partial differential equations
    • [16] Watanabe H., On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients of stochastic partial differential equations, Appl. Math. Optim. 20 (1989) 81-96.
    • (1989) Appl. Math. Optim. , vol.20 , pp. 81-96
    • Watanabe, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.