Nonlinear Young integrals and differential systems in Hölder media (Q5506662)
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scientific article; zbMATH DE number 6662615
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English | Nonlinear Young integrals and differential systems in Hölder media |
scientific article; zbMATH DE number 6662615 |
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Nonlinear Young integrals and differential systems in Hölder media (English)
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13 December 2016
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nonlinear Young integral
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stochastic PDEs
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Gaussian random field
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sample paths
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majorizing measure
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nonlinear Itō-Skorokhod integral
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transport equation
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multiplicative noise
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Feynman-Kac formula
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Malliavin calculus
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diffusion process
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