Characterizing Gaussian flows arising from Itô's stochastic differential equations (Q512833)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing Gaussian flows arising from Itô's stochastic differential equations |
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Characterizing Gaussian flows arising from Itô's stochastic differential equations (English)
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2 March 2017
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In this paper, the author introduces a class of diffusions which depend deterministically on the initial condition and then characterizes this class. Using this characterization, he obtains explicit solutions to certain classes of SPDEs in the space of tempered distributions.
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Gaussian flows
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stochastic differential equations
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diffusion processes
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forward equations
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monotonicity inequality
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