OpenAlex | Quasi-linear SPDEs in divergence form

Quasi-linear SPDEs in divergence form

Work

Year: 2018

Type: article

Abstract: We develop a solution theory in Hölder spaces for a quasi-linear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE lemmas which establish a priori Hölder bounds... more

Source: Stochastic Partial Differential Equations Analysis and Computations

Authors Félix Otto, Hendrik Weber

Institutions Max Planck Institute for Mathematics in the Sciences, University of Warwick

Cites: 10

Cited by: 8

Related to: 10

FWCI: 1.372

Citation percentile (by year/subfield): 77.39

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

APC paid (est): $2,890

Funder Royal Society

Grant ID UF140187