1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 1 cited
On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
Leonid Mytnik, Edwin Perkins, Anja Sturm
We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case…
math.PR2005
Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
Siva R. Athreya, Richard F. Bass, Maria Gordina +1
We consider the operator $$\sL f(x)=\tfrac12 \sum_{i,j=1}^\infty a_{ij}(x)\frac{\del^2 f}{\del x_i \del x_j}(x)-\sum_{i=1}^\infty \lam_i x_i b_i(x) \frac{\del f}{\del x_i}(x).$$ We…