The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions (Q3168707): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions |
scientific article |
Statements
The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions (English)
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19 April 2011
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Wiener-Ito chaos expansion
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Fredholm alternative
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Malliavin derivative
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Ornstein-Uhlenbeck operator
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Wick product
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Dirichlet problem
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