Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations Driven by Space-Time White Noise I

On stochastic equations with respect to semimartingales I.^†

István Gyöngy · Stochastics · 1980 · 212 citations

Engineering, Mathematics, Probability Theory +16

Random motion of strings and related stochastic evolution equations

Tadahisa Funaki · Nagoya Mathematical Journal · 1983 · 168 citations · Full text

Natural Sciences, Mathematics, Physics +12

On Itô’s Stochastic Integral Equations

Theory of Probability and Its Applications · 1969 · 98 citations

Engineering, Mathematics, Probability Theory +13

On quasi-linear stochastic partial differential equations

István Gyöngy, Étienne Pardoux · Probability Theory and Related Fields · 1993 · 78 citations · Full text

Engineering, Mathematics, Differential Equations +11

Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise

István Gyöngy, David Nualart · Potential Analysis · 1997 · 72 citations

Engineering, Mathematics, Differential Equations +12