63 citations · 244 across the 55 of their papers we have counts for
4 papers · 2 filters
A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise
Viorel Barbu, Michael Röckner
We study the convergence of a Douglas-Rachford type splitting algorithm for the infinite dimensional stochastic differential equation $$dX+A(t)(X)dt=X\,dW\mbox{ in }(0,T);\ X(0)=x,…
Global solutions to random 3D vorticity equations for small initial data
Viorel Barbu, Michael Röckner
One proves the existence and uniqueness in , , of a global mild solution to random vorticity equations associated to stochastic Navier-…
Doubly probabilistic representation for the stochastic porous media type equation
Viorel Barbu, Michael Röckner, Francesco Russo
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed…
Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise
Viorel Barbu, Michael Röckner, Deng Zhang
Here is investigated the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schrödinger equation perturbed by…