Stochastic partial differential equations with Dirichlet white-noise boundary conditions

DOI10.1016/S0246-0203(01)01097-4zbMath0998.60065MaRDI QIDQ1599989

Elisa Alòs, Stefano Bonaccorsi

Publication date: 16 November 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_2_125_0

zbMATH Keywords

Malliavin calculusSkorokhod integralstochastic parabolic partial differential equationsanticipative stochastic evolution equationbackward heat kernelwhite-noise boundary condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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