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Stochastic Analysis with Financial ApplicationsStochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises

Stochastic Analysis with Financial Applications: Stochastic Flows for Nonlinear SPDEs Driven by... [For a nonlinear stochastic partial differential equation driven by linear multiplicative space-time white noises, we prove that there exists a bicontinuous version of the solution with respect to the initial value and thetime variable.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Stochastic Analysis with Financial ApplicationsStochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises

Part of the Progress in Probability Book Series (volume 65)
Editors: Kohatsu-Higa, Arturo; Privault, Nicolas; Sheu, Shuenn-Jyi

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References (10)

Publisher
Springer Basel
Copyright
© Springer Basel AG 2011
ISBN
978-3-0348-0096-9
Pages
83 –97
DOI
10.1007/978-3-0348-0097-6_7
Publisher site
See Chapter on Publisher Site

Abstract

[For a nonlinear stochastic partial differential equation driven by linear multiplicative space-time white noises, we prove that there exists a bicontinuous version of the solution with respect to the initial value and thetime variable.]

Published: Jul 12, 2011

Keywords: Stochastic flows; stochastic partial differential equations; spacetime white noises.

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