Download this PDF file Fullscreen Fullscreen Off
References
- Albeverio, S. and Rockner, M. (1989), Dirichlet forms, quantum fields and stochastic quantization, in Stochastic analysis, path integration and dynamics (Warwick, 1987), Pitman Res. Notes Math. Ser., 200, pages 1--21, Harlow, Longman Sci. Tech. MR 90j:81097
- Bentley, P.W. (1999), Regularity and inverse SDE representations of some stochastic PDEs, PhD Thesis at the University of Warwick.
- Carmona, R.A. and Molchanov, S.A. (1994). Parabolic Anderson problem and intermittency, AMS Memoir 518, Amer. Math. Soc. MR 94h:35080
- Cox, J.T., Fleischmann, K., and Greven, A. (1996), Comparison of interacting diffusions and an application to their ergodic theory, Prob. Th. Rel. Fields 105, 513-528. MR 97h:60073
- Cox, J.T., Klenke A., and Perkins E.A. (2000), Convergence to equilibrium and linear systems duality, in Stochastic models (Ottawa, ON, 1998), pages 41-66 CMS Conf. Proc., 26, Amer. Math. Soc., Providence, RI.
- Dawson, D.A. (1993), Measure-valued Markov processes. in Ecole d'et'e de probabilit'es de Saint-Flour, XXI-1991, Springer Lecture Notes in Mathematics} 1180, 1-260. MR 94m:60101
- Dawson, D.A. and Salehi, H. (1980), Spatially homogeneous random evolutions, Journal of Multivariate Analysis 10, 141-180. MR 82c:60102
- Da Prato, G. and Zabczyk, J. (1992), Stochastic Equations in Infinite Dimensions, Vol. 44 of Encyclopedia of mathematics and its applications, Cambridge University Press. MR 95g:60073
- Ethier, S. and Kurtz, T. (1986), Markov Processes, Characterization and Convergence, Wiley. MR 88a:60130
- Falconer, K.J. (1985), The Geometry of Fractal Sets, Vol. 85 of Tracts in mathematics, Cambridge University Press. MR 88d:28001
- Gartner J., Konig, W., and Molchanov S.A. (2000). Almost sure asymptotics for the continuous parabolic Anderson model, Prob. Th. Rel. Fields, 118, 547-573. MR 2002i:60121
- Holden, Helge; Oksendal, Bernt; Uboe, Jan, and Zhang, Tusheng, Stochastic partial differential equations, a modeling, white noise functional approach., Probability and its Applications, Birkhauser Boston Inc., Boston, MA. MR 98f:60124
- Ito, K. (1984), Foundations of stochastic differential equations in infinite dimensional spaces, Vol. 47 of CBMS-NSF Regional Conference Series in Applied Mathematics. MR 87a:60068
- Kunita, H. (1990), Stochastic flows and stochastic differential equations, Vol. 24 of Cambridge studies in advanced mathematics, Cambridge University Press. MR 91m:60107
- Liggett, T.M. (1985), Interacting particle systems, Springer-Verlag. MR 86e:60089
- Nualart David; and Rozovskii, Boris (1997) Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. J. Funct. Anal., 149(1), 1997. MR 98m:60100
- Nualart, D. and Zakai M. (1989), Generalized Brownian functionals and the solution to a stochastic partial differential equation, J. Funct. Anal., 84, 279-296. MR 90m:60076
- Revuz, D. and Yor M. (1991), Continuous Martingales and Brownian Motion, Springer-Verlag. MR 2000h:60050
- Rogers, L.C.G. and Williams, D. (2000), Diffusions, Markov processes and martingales Vol. 2, Ito calculus, 2nd edition, Cambridge University Press. MR 2001g:60189
- Walsh, J.B. (1986), An introduction to stochastic partial differential equations, Ecole d'et'e de probabilit'es de Saint-Flour, XIV-1984, Springer Lecture Notes in Mathematics 1180, 265-439. MR 88a:60114
- Yor, M. (1980), Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson, Prob. Th. Rel. Fields, 53(1), 71-95. MR 82a:60120

This work is licensed under a Creative Commons Attribution 3.0 License.