Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation..

The asymptotic analysis or homogenization of solutions of partial differential équations with rapidly oscillatmg coefficients has been studied in many different settings [1-12],

Entropy methods in partial differential equations: fast diffusion equations –

The principal local result, The Local Ex- tension Theorem (Appendix 6), is also the main step in all the appli- cations of the Convex Integration technique to solving open and

Deutsche Bibliothek Cataloging-in-Publication Data Nonlinear partial differential equations in geometry and physics : the 1995 Barrett lectures I Garth Baker ; Alexandre Freire

[9] Gozzi F., Marinelli C., Stochastic optimal control of delay equations arising in advertising models, Da Prato (ed.) et al., Stochastic partial differential equations

Persson, Singular holomorphic solutions of linear partial differential equations with holomorphic coef- ficients and nonanalytic solutions of equations with analytic

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control.. The Bismut–Elworthy