메뉴 건너뛰기




Volumn 331, Issue 8, 2000, Pages 617-624

Fully nonlinear stochastic pde with semilinear stochastic dependence;Équations aux dérivées partielles stochastiques complètement non linéaires avec dépendance stochastique semi-linéaire

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034666940     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(00)00583-8     Document Type: Article
Times cited : (75)

References (19)
  • 3
    • 0003267441 scopus 로고
    • Solutions de viscosité des équations de Hamilton-Jacobi
    • Springer-Verlag
    • 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
  • 4
    • 0000090144 scopus 로고    scopus 로고
    • On a large-time dynamics of a class of random parabolic equations
    • Chueshov I.D., Vuillermot P.-A., On a large-time dynamics of a class of random parabolic equations, C. R. Acad. Sci. Paris, Série I 322 (1996) 1181-1186.
    • (1996) C. R. Acad. Sci. Paris, Série I , vol.322 , pp. 1181-1186
    • Chueshov, I.D.1    Vuillermot, P.-A.2
  • 5
    • 0000090145 scopus 로고    scopus 로고
    • On a large-time dynamics of a class of random parabolic equations subjected to homogeneous white noise: Stratonovitch's case
    • Chueshov I.D., Vuillermot P.-A., On a large-time dynamics of a class of random parabolic equations subjected to homogeneous white noise: Stratonovitch's case, C. R. Acad. Sci. Paris, Série I 323 (1996) 29-33.
    • (1996) C. R. Acad. Sci. Paris, Série I , vol.323 , pp. 29-33
    • Chueshov, I.D.1    Vuillermot, P.-A.2
  • 6
    • 84967708673 scopus 로고
    • User's guide to viscosity solutions of second order partial differential equations
    • 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
  • 7
    • 84967758647 scopus 로고
    • Viscosity solutions of Hamilton-Jacobi equations
    • 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
  • 9
    • 0001537112 scopus 로고
    • Limits of parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory
    • Kushner H., Huang H., Limits of parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory, Stochastics 14 (1990) 115-148.
    • (1990) Stochastics , vol.14 , pp. 115-148
    • Kushner, H.1    Huang, H.2
  • 10
    • 0032065441 scopus 로고    scopus 로고
    • Fully nonlinear stochastic partial differential equations
    • Lions P.-L., Souganidis P.E., Fully nonlinear stochastic partial differential equations, C. R. Acad. Sci. Paris, Série I 326 (1998) 1085-1092.
    • (1998) C. R. Acad. Sci. Paris, Série I , vol.326 , pp. 1085-1092
    • Lions, P.-L.1    Souganidis, P.E.2
  • 11
    • 0032186486 scopus 로고    scopus 로고
    • Fully nonlinear stochastic partial differential equations: Nonsmooth equations and applications
    • Lions P.-L., Souganidis P.E., Fully nonlinear stochastic partial differential equations: Nonsmooth equations and applications, C. R. Acad. Sci. Paris, Série I 327 (1998) 735-741.
    • (1998) C. R. Acad. Sci. Paris, Série I , vol.327 , pp. 735-741
    • Lions, P.-L.1    Souganidis, P.E.2
  • 17
    • 0343936577 scopus 로고
    • Equations of nonlinear filtering and application to stochastic control with partial observation
    • CIME Course, Springer-Verlag
    • Pardoux E., Equations of nonlinear filtering and application to stochastic control with partial observation, CIME Course, Lecture Notes in Math. 972, Springer-Verlag, 1975.
    • (1975) Lecture Notes in Math. , vol.972
    • Pardoux, E.1
  • 18
    • 0018768309 scopus 로고
    • Stochastic partial differential equations and filtering of diffusion processes
    • Pardoux E., Stochastic partial differential equations and filtering of diffusion processes, Stochastics 3 (1979) 127-167.
    • (1979) Stochastics , vol.3 , pp. 127-167
    • Pardoux, E.1
  • 19
    • 0002569940 scopus 로고
    • On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations
    • Watanabe H., On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to 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.