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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 2, страницы 71–78 (Mi thsp146)

A brief overview of the $L_p$-theory of SPDEs

Nicolai Krylov

127 Vincent Hall, University of Minnesota, Minneapolis, MN, 55455, USA

Аннотация: We present basics of the $L_p$-theory of SPDEs and its connection to various related problems of filtration and populational dynamics.

Ключевые слова: Stochastic partial differential equations.

MSC: 60H15

Язык публикации: английский



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