Röckner M, Wang Y. A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class. Infinite Dimensional Analysis, Quantum Probability and Related Topics. 2009;12(2):353-358.This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t, X(t))dt + B(t, X(t))dW(t) + h(t)dG(t), where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener process W(t), t >= 0
Numerical methods for stochastic differential equations typically estimate moments of the solution f...
Rehmeier M. On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe. Stochasti...
Gess B, Röckner M. STOCHASTIC VARIATIONAL INEQUALITIES AND REGULARITY FOR DEGENERATE STOCHASTIC PART...
In this paper we prove the existence and uniqueness of variational solutions to the following type o...
Barbu V, Röckner M. Variational solutions to nonlinear stochastic differential equations in Hilbert ...
In this note we present new results regarding the existence, the uniqueness and the equivalence of t...
AbstractIn this article we develop an existence and uniqueness theory of variational solutions for a...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
Barbu V, Röckner M. Stochastic Variational Inequalities and Applications to the Total Variation Flow...
One introduces a new concept of generalized solution for nonlinear infinite dimensional stochastic d...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
AbstractExistence and uniqueness of approximate strong solutions of stochastic infinite-dimensional ...
AbstractExistence and uniqueness of the mild solutions for stochastic differential equations for Hil...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
Abstract. We introduce a notion of mild solution for a class of non-autonomous parabolic stochastic ...
Numerical methods for stochastic differential equations typically estimate moments of the solution f...
Rehmeier M. On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe. Stochasti...
Gess B, Röckner M. STOCHASTIC VARIATIONAL INEQUALITIES AND REGULARITY FOR DEGENERATE STOCHASTIC PART...
In this paper we prove the existence and uniqueness of variational solutions to the following type o...
Barbu V, Röckner M. Variational solutions to nonlinear stochastic differential equations in Hilbert ...
In this note we present new results regarding the existence, the uniqueness and the equivalence of t...
AbstractIn this article we develop an existence and uniqueness theory of variational solutions for a...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
Barbu V, Röckner M. Stochastic Variational Inequalities and Applications to the Total Variation Flow...
One introduces a new concept of generalized solution for nonlinear infinite dimensional stochastic d...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
AbstractExistence and uniqueness of approximate strong solutions of stochastic infinite-dimensional ...
AbstractExistence and uniqueness of the mild solutions for stochastic differential equations for Hil...
We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of ...
Abstract. We introduce a notion of mild solution for a class of non-autonomous parabolic stochastic ...
Numerical methods for stochastic differential equations typically estimate moments of the solution f...
Rehmeier M. On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe. Stochasti...
Gess B, Röckner M. STOCHASTIC VARIATIONAL INEQUALITIES AND REGULARITY FOR DEGENERATE STOCHASTIC PART...