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Volumn 115, Issue 1, 1999, Pages 41-94

Stochastic heat equation with random coefficients

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EID: 0038538596     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050236     Document Type: Article
Times cited : (28)

References (11)
  • 1
    • 0043136587 scopus 로고    scopus 로고
    • An extension of Itô's formula for anticipating processes
    • Alös, E., Nualart, D.: An extension of Itô's formula for anticipating processes. Journal of Theoretical Probability 11, 493-514 (1998)
    • (1998) Journal of Theoretical Probability , vol.11 , pp. 493-514
    • Alös, E.1    Nualart, D.2
  • 2
    • 0010779278 scopus 로고
    • An extension of the stochastic integral
    • Berger, M.A., Mizel, V.J.: An extension of the stochastic integral. Ann. Probab. 10, 435-450 (1982)
    • (1982) Ann. Probab. , vol.10 , pp. 435-450
    • Berger, M.A.1    Mizel, V.J.2
  • 4
    • 0032519218 scopus 로고    scopus 로고
    • Continuity of some anticipating integral processes
    • Hu, Y., Nualart, D.: Continuity of some anticipating integral processes. Statistics and Probability Letters. 37, 203-211 (1998)
    • (1998) Statistics and Probability Letters , vol.37 , pp. 203-211
    • Hu, Y.1    Nualart, D.2
  • 5
    • 22044441820 scopus 로고    scopus 로고
    • Stochastic evolution equations with random generators
    • León, J.A., Nualart, D.: Stochastic evolution equations with random generators. Ann. Probab. 26, 149-186(1998)
    • (1998) Ann. Probab. , vol.26 , pp. 149-186
    • León, J.A.1    Nualart, D.2
  • 7
    • 0001626619 scopus 로고
    • Stochastic calculus with anticipating integrands
    • Nualart, D., Pardoux, E.: Stochastic calculus with anticipating integrands. Probab. Theory Rel. Fields 78, 535-581 (1988)
    • (1988) Probab. Theory Rel. Fields , vol.78 , pp. 535-581
    • Nualart, D.1    Pardoux, E.2
  • 8
    • 21344479524 scopus 로고
    • Forward, backward and symmetric stochastic integration
    • Russo, F., Vallois, P.: Forward, backward and symmetric stochastic integration. Probab. Theory Rel. Fields 97, 403-421 (1993)
    • (1993) Probab. Theory Rel. Fields , vol.97 , pp. 403-421
    • Russo, F.1    Vallois, P.2
  • 9
    • 0001764417 scopus 로고
    • On a generalization of a stochastic integral
    • Skorohod, A.V.: On a generalization of a stochastic integral. Theory Probab. Appl. 20, 219-233 (1975)
    • (1975) Theory Probab. Appl. , vol.20 , pp. 219-233
    • Skorohod, A.V.1
  • 10
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations
    • Walsh, J.B.: An introduction to stochastic partial differential equations. Lecture Notes in Mathematics 1180, 264-437 (1984)
    • (1984) Lecture Notes in Mathematics , vol.1180 , pp. 264-437
    • Walsh, J.B.1
  • 11
    • 51249191312 scopus 로고
    • Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
    • Zakai, M.: Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations. Israel J. Math. 5, 170-176 (1967)
    • (1967) Israel J. Math. , vol.5 , pp. 170-176
    • Zakai, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.