On quasi-linear stochastic partial differential equations

István Gyöngy; Étienne Pardoux

doi:10.1007/bf01192556

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On quasi-linear stochastic partial differential equations

István Gyöngy Étienne Pardoux

Year: 1993 Journal: Probability Theory and Related Fields Vol: 94 (4)Pages: 413-425 Publisher: Springer Science+Business Media

DOI: 10.1007/bf01192556

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Keywords:

Mathematics Stochastic partial differential equation Uniqueness White noise Mathematical analysis Dimension (graph theory) Constant coefficients Constant (computer programming) Mathematical finance Parabolic partial differential equation Stochastic differential equation Partial differential equation Space (punctuation) Comparison theorem Diffusion Pure mathematics Statistics

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Advanced Mathematical Modeling in Engineering

Physical Sciences → Computer Science → Computational Theory and Mathematics

Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

On quasi-linear stochastic partial differential equations

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