Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

Abstract

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.

Published at http://www.sciencedirect.com/science/article/pii/S0022039611003706 in the Journal of Differential Equations

References in corpus (5)

• Stochastic integration in UMD Banach spaces
• Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
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• On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
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• A mild Ito formula for SPDEs
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• Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE
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• An exponential Wagner-Platen type scheme for SPDEs
• Weak error analysis for semilinear stochastic Volterra equations with additive noise
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• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
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• Well-posedness and Optimal Regularity of Stochastic Evolution Equations with Multiplicative Noises
• Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
• Numerical Schemes for Rough Parabolic Equations
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• Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
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