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Recent papers classified by the tag spde.

	Malliavin calculus for infinite-dimensional systems with additive noise [My Copy] Journal of Functional Analysis, Vol. 249, No. 2. (15 August 2007), pp. 307-353. by Y. Bakhtin, J. Mattingly posted to spde malliavin by cm788 on 2009-12-23 15:11:45 as
	White Noise Driven Parabolic SPDEs with Measurable Drift [My Copy] Journal of Functional Analysis, Vol. 120, No. 2. (March 1994), pp. 484-510. by V. Bally, I. Gyöngy, E. Pardoux posted to spde malliavin by cm788 on 2009-12-23 10:31:15 as
	Uniform Exponential Ergodicity of Stochastic Dissipative Systems [My Copy] Czechoslovak Mathematical Journal, Vol. 51, No. 4. (1 December 2001), pp. 745-762. by Beniamin Goldys, Bohdan Maslowski posted to spde inv_meas ergodicity by cm788 on 2009-12-20 11:15:18 as
	Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces [My Copy] Stochastic Analysis and Applications, Vol. 20, No. 3. (2002), pp. 495-518. by Y. El Boukfaoui, M. Erraoui posted to weak_sol spde by cm788 on 2009-12-17 13:28:49 as
	On weak solutions of stochastic equations in Hilbert spaces [My Copy] Stochastics, Vol. 46, No. 1. (January 1994), pp. 41-51. by Dariusz Gątarek, Beniamin Goldys posted to weak_sol spde by cm788 on 2009-12-17 13:21:13 as
	On uniqueness in law of solutions to stochastic evolution equations in Hilbert spaces [My Copy] Stochastic Analysis and Applications, Vol. 12, No. 2. (1994), pp. 193-203. by Dariusz Gątarek, Beniamin Goldys posted to weak_sol uniqueness spde by cm788 on 2009-12-17 13:15:35 as
	Generalized Mehler semigroups and applications [My Copy] Probability Theory and Related Fields, Vol. 105, No. 2. (1 June 1996), pp. 193-225. by Vladimir I. Bogachev, Michael Röckner, Byron Schmuland posted to spde semigroups mehler by cm788 on 2009-12-17 12:48:43 as
	Existence of strong solutions for stochastic porous media equation under general monotonicity conditions [My Copy] The Annals of Probability, Vol. 37, No. 2. (March 2009), pp. 428-452. by Viorel Barbu, Giuseppe Da Prato, Michael Röckner posted to spde porous monotone_op convex by cm788 on 2009-12-15 16:31:58 as
	Stochastic Nonlinear Diffusion Equations with Singular Diffusivity [My Copy] SIAM Journal on Mathematical Analysis, Vol. 41, No. 3. (2009), 1106. by Viorel Barbu, Giuseppe Da Prato, Michael Röckner posted to spde monotone_op convex by cm788 on 2009-12-15 16:18:52 as
	Existence of Weak Solutions to Stochastic Evolution Inclusions [My Copy] Stochastic Analysis and Applications, Vol. 23, No. 4. (2005), pp. 723-749. by Adam Jakubowski, Mikhail Kamenskii, Paul R. de Fitte posted to weak_conv stoch_conv spde by cm788 on 2009-12-14 09:38:03 as
	A submartingale type inequality with applicatinos to stochastic evolution equations [My Copy] Stochastics, Vol. 8, No. 2. (1982), pp. 139-151. by Peter Kotelenez posted to stoch_conv spde ineq by cm788 on 2009-12-13 10:16:03 as
	A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations [My Copy] Stochastic Analysis and Applications, Vol. 2, No. 3. (1984), pp. 245-265. by Peter Kotelenez posted to stoch_conv spde ineq by cm788 on 2009-12-12 11:15:02 as
	Stochastic partial differential equations with unbounded coefficients and applications. I [My Copy] Stochastics, Vol. 32, No. 1. (1990), pp. 53-91. by I. Gyöngy, N. V. Krylov posted to spde by cm788 on 2009-12-11 16:28:44 as
	Stochastic partial differential equations with unbounded coefficients and applications. III [My Copy] Stochastics, Vol. 40, No. 1. (1992), pp. 77-115. by Istvàn Gyöngy, Nicolai Krylov posted to spde by cm788 on 2009-12-11 16:22:13 as
	An Lp-Theory of SPDEs on Lipschitz Domains [My Copy] Potential Analysis In Potential Analysis, Vol. 29, No. 3. (1 November 2008), pp. 303-326. by Kyeong-Hun Kim posted to spde_lp spde by cm788 on 2009-12-04 17:01:46 as
	Uniqueness of the generators of the 2D Euler and Navier–Stokes flows [My Copy] Stochastic Processes and their Applications, Vol. 118, No. 11. (November 2008), pp. 2071-2084. by Sergio Albeverio, Viorel Barbu, Benedetta Ferrario posted to spde euler by cm788 on 2009-12-03 14:50:23 as
	Stochastic wave equations with dissipative damping [My Copy] Stochastic Processes and their Applications, Vol. 117, No. 8. (August 2007), pp. 1001-1013. by Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro posted to wave spde by cm788 on 2009-12-03 14:48:20 as
	On the approximation of stochastic partial differential equations I [My Copy] In Stochastics, Vol. 25, No. 2. (1988), pp. 59-85. by I. Gyöngy posted to spde by cm788 on 2009-12-03 13:28:40 as
	On the approximation of stochastic partial differential equations II [My Copy] Stochastics, Vol. 26, No. 3. (1989), pp. 129-164. by I. Gyöngy posted to spde by cm788 on 2009-12-03 08:44:00 as
	Existence and uniqueness results for semilinear stochastic partial differential equations [My Copy] Stochastic Processes and their Applications, Vol. 73, No. 2. (1 March 1998), pp. 271-299. by I. Gyöngy posted to spde by cm788 on 2009-11-18 14:56:47 as
	Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics [My Copy] SIAM Review, Vol. 22, No. 2. (1980), pp. 119-155. by Zeev Schuss posted to theory stochastic spde singular-perturbation physics pde by chiufanlee on 2009-08-27 19:17:48 as
	An Introduction to Stochastic PDEs [My Copy] (23 Jul 2009) by Martin Hairer posted to spde by ansobol on 2009-08-04 11:56:35 as along with 1 person eGiere
	Stochastic tamed 3D Navier–Stokes equations: existence, uniqueness and ergodicity [My Copy] Probability Theory and Related Fields, Vol. 145, No. 1. (1 September 2009), pp. 211-267. by Michael Röckner, Xicheng Zhang posted to ns spde by cm788 on 2009-07-20 15:01:04 as
	Weak convergence for the stochastic heat equation driven by Gaussian white noise [My Copy] (15 Jul 2009) by Xavier Bardina, Maria Jolis, Lluis Quer-Sardanyons posted to 2d discrete heat-equation spde by ansobol on 2009-07-16 11:49:40 as
	Sobolev space theory of SPDEs with continuous or measurable leading coefficients [My Copy] Stochastic Processes and their Applications, Vol. 119, No. 1. (January 2009), pp. 16-44. by K. Kim posted to spde by cm788 on 2009-04-27 15:31:36 as
	Noise and dynamic transitions [My Copy] (31 Jul 1997) by G. D. Lythe posted to spde by ddcttrl on 2009-04-22 20:47:36 as
	Stochastic PDEs: domain formation in dynamic transitions [My Copy] (21 Aug 1998) by G. D. Lythe posted to spde by ddcttrl on 2009-04-22 20:32:02 as
	Stochastic PDEs: convergence to the continuum? [My Copy] Computer Physics Communications, Vol. 142, No. 1-3. (15 December 2001), pp. 29-35. by Grant Lythe, Salman Habib posted to spde by ddcttrl on 2009-04-22 20:31:14 as along with 3 people mdryser ptupper Mnourian
	Taylor expansions of solutions of stochastic partial differential equations [My Copy] (15 Apr 2009) by Arnulf Jentzen posted to spde by ansobol on 2009-04-16 07:45:49 as along with 1 person jjray
	Fokker–Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces [My Copy] Journal of Functional Analysis, Vol. 256, No. 4. (15 February 2009), pp. 1269-1298. by V. Bogachev, G. Daprato, M. Rockner posted to kolmogorov_eq spde by cm788 on 2009-04-13 12:06:05 as
	Gradient type noises II – Systems of stochastic partial differential equations [My Copy] Journal of Functional Analysis, Vol. 256, No. 10. (15 May 2009), pp. 3192-3235. by Michael Hinz, Martina Zähle posted to spde by cm788 on 2009-04-13 11:39:28 as
	Ito versus stratonovich revisited [My Copy] Physics Letters A, Vol. 97, No. 3. (15 August 1983), pp. 95-98. by John Smythe, Frank Moss, P. V. E. Mcclintock, Douglas Clarkson posted to ito physics spde stratonovich theory by chiufanlee on 2009-03-04 20:44:37 as
	Itô versus stratonovich [My Copy] Journal of Statistical Physics, Vol. 24, No. 1. (1 January 1981), pp. 175-187. by N. G. van Kämpen posted to ito physics spde stratonovich theory by chiufanlee on 2009-03-04 19:00:46 as along with 2 people gi0rgi0ne csferrie
	Parameter estimation from observations of first-passage times of the Ornstein–Uhlenbeck process and the Feller process [My Copy] Probabilistic Engineering Mechanics, Vol. 23, No. 2-3. (April 2008), pp. 170-179. by S. Ditlevsen, O. Ditlevsen posted to cir diffusion spde theory by chiufanlee on 2009-02-24 22:47:32 as
	The square-root process and Asian options [My Copy] Quantitative Finance, Vol. 6, No. 4. (2006), pp. 337-347. by Angelos Dassios, Jayalaxshmi Nagaradjasarma posted to asian-options mathematical-finance mathematics spde theory by chiufanlee on 2009-02-24 11:56:52 as
	Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations Driven by Space-Time White Noise I [My Copy] Potential Analysis, Vol. 9, No. 1. (1998), pp. 1-25. by István Gyöngy posted to fd numerics spde by mdryser on 2009-02-06 19:21:29 as
	Finite Element Methods for Parabolic Stochastic PDE's [My Copy] Potential Analysis, Vol. 23, No. 1. (August 2005), pp. 1-43. by J. Walsh posted to fem numerics spde by mdryser on 2009-02-06 19:20:57 as
	Weak Convergence of a Numerical Method for a Stochastic Heat Equation [My Copy] BIT Numerical Mathematics, Vol. 43, No. 1. (1 March 2003), pp. 179-193. by Tony Shardlow posted to numerics spde by mdryser on 2009-02-06 19:14:33 as along with 2 people ptupper Mnourian
	Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II [My Copy] Potential Analysis, Vol. 11, No. 1. (1999), pp. 1-37. by István Gyöngy posted to numerics spde by mdryser on 2009-02-06 19:06:00 as
	Self-organized criticality via stochastic partial differential equations [My Copy] (13 Nov 2008) by Viorel Barbu, Philippe Blanchard, Giuseppe Da Prato, Michael Röckner posted to kpz soc spde by ansobol on 2008-11-16 17:43:29 as
	Convergence rates for finite elementapproximations of stochastic partial differential equations [My Copy] Stochastics An International Journal of Probability and Stochastic Processes, Vol. 63, No. 3. (1998), pp. 313-326. by Fred E. Benth, Jon Gjerde posted to numerics spde by ptupper on 2008-01-07 22:15:59 as
	Solution of stochastic partial differential equations using Galerkin finite element techniques [My Copy] Computer Methods in Applied Mechanics and Engineering, Vol. 190, No. 48. (28 September 2001), pp. 6359-6372. by Manas K. Deb, Ivo M. Babuska, Tinsley J. Oden posted to numerics spde by ptupper on 2008-01-07 22:11:04 as along with 1 person jenda_z
	Convergence of Numerical Schemes for the Solution of Parabolic Stochastic Partial Differential Equations [My Copy] Mathematics of Computation, Vol. 70, No. 233. (2001), pp. 121-134. by A. M. Davie, J. G. Gaines posted to numerics spde by ptupper on 2008-01-07 22:10:06 as
	An introduction to stochastic partial differential equations [My Copy] École d'Été de Probabilités de Saint Flour XIV - 1984 (1986), pp. 265-439. by John Walsh posted to book spde stochastic by cottrell on 2008-01-07 02:55:30 as along with 1 person NeilInCanadia
	Analysis of SPDEs arising in path sampling part II: The nonlinear case [My Copy] (30 Oct 2007) by M. Hairer, A. M. Stuart, J. Voss posted to path-sampling spde by cottrell on 2007-11-05 13:58:01 as
	Longest increasing subsequence as expectation of a simple nonlinear stochastic PDE with a low noise intensity [My Copy] (20 Nov 2006) by E. Katzav, S. Nechaev, O. Vasilyev posted to random-matrix spde ulam-problem by ansobol on 2007-11-03 20:04:44 as along with 1 person RMT
	Stochastic Partial Differential Equations: Six Perspectives (Mathematical Surveys and Monographs) [My Copy] (18 March 1999) by Rene A. Carmona, Boris L. Rozovskii posted to spde by ptupper on 2007-09-16 22:56:59 as
	Applications of field-theoretic renormalization group methods to reaction–diffusion problems [My Copy] Journal of Physics A: Mathematical and General, Vol. 38, No. 17. (2005), pp. R79-R131. by Uwe C. Tauber, Martin Howard, Benjamin P. Vollmayr-Lee posted to field-theory reaction-diffusion renormalization spde by cottrell on 2007-08-08 19:32:40 as along with 1 person chiufanlee
	Nonlinear Stochastic PDE's: Hydrodynamic Limit and Burgers' Turbulence (The IMA Volumes in Mathematics and its Applications) [My Copy] (01 December 1995) by Tadahisa Funaki, Wojbor A. Woyczynski posted to biorefs reaction-diffusion spde by cottrell on 2007-07-27 19:48:27 as
	Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations [My Copy] (6 Feb 2007) by Rainer posted to spde hamilton-jacobi viscosity-solution stochastic-control by ansobol on 2007-02-09 20:06:59 as

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numerics	7
theory	5
physics	3
stoch_conv	3
weak_sol	3
convex	2
ineq	2
ito	2
malliavin	2
monotone_op	2
reaction-diffusion	2
stochastic	2
stratonovich	2
2d	1
asian-options	1
biorefs	1
book	1
branching-diffusion	1
cir	1
diffusion	1
discrete	1
ergodicity	1
euler	1
fd	1
fem	1
field-theory	1
hamilton-jacobi	1
heat-equation	1
inv_meas	1
kolmogorov_eq	1
kpz	1
mathematical-finance	1
mathematics	1
mehler	1
ns	1
path-sampling	1
pde	1
porous	1
probability	1
process	1
random-matrix	1
renormalization	1
semigroups	1
shardlow	1
singular-perturbation	1
soc	1
spde_lp	1
stochastic-control	1
ulam-problem	1
uniqueness	1
viscosity-solution	1
wave	1
weak_conv	1

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