The Picard boundary value problem for a third order stochastic difference equation
Triangular stochastic differential equations with boundary conditions
SPDEs with coloured noise: Analytic and stochastic approaches
We study strictly parabolic stochastic partial differential equations on , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are related, deriving...
Linear stochastic differential-algebraic equations with constant coefficients.
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