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Title: Stochastic partial differential and integro-differential equations
Author: Dareiotis, Anastasios Constantinos
ISNI:       0000 0004 5371 6205
Awarding Body: University of Edinburgh
Current Institution: University of Edinburgh
Date of Award: 2015
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In this work we present some new results concerning stochastic partial differential and integro-differential equations (SPDEs and SPIDEs) that appear in non-linear filtering. We prove existence and uniqueness of solutions of SPIDEs, we give a comparison principle and we suggest an approximation scheme for the non-local integral operators. Regarding SPDEs, we use techniques motivated by the work of De Giorgi, Nash, and Moser, in order to derive global and local supremum estimates, and a weak Harnack inequality.
Supervisor: Rasonyi, Miklos ; Gyongy, Istvan ; Sabanis, Sotirios Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: stochastic partial differential equations ; stochastic partial integro-differential equations ; SPDEs ; SPIDEs