Probability representations of solutions to the heat equation
From MaRDI portal
Publication:1879454
DOI10.1007/BF02829609zbMath1052.35065arXivmath/0310262MaRDI QIDQ1879454
B. Rajeev, Sundaram Thangavelu
Publication date: 22 September 2004
Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0310262
35K05: Heat equation
60H30: Applications of stochastic analysis (to PDEs, etc.)
35K15: Initial value problems for second-order parabolic equations
Related Items
STOCHASTIC HEAT EQUATION ON ALGEBRA OF GENERALIZED FUNCTIONS, Time-dependent tempered generalized functions and Itô’s formula, Lévy flows and associated stochastic PDEs, Solutions of SPDE's associated with a stochastic flow, An Itō formula in the space of tempered distributions, Translation invariant diffusions in the space of tempered distributions, Probabilistic representations of solutions of the forward equations, A class of stochastic differential equations with pathwise unique solutions, Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise, THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Cites Work
- Semimartingales: A course on stochastic processes
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- Functional Integration and Partial Differential Equations. (AM-109)
- Diffusions and Elliptic Operators
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