The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansions (Q3168707)
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scientific article; zbMATH DE number 5879795
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| English | The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansions |
scientific article; zbMATH DE number 5879795 |
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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0.7665379047393799
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0.7439755797386169
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0.7335733771324158
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0.7272815704345703
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0.72267746925354
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