Generalized solutions of a stochastic partial differential equation

DOI10.1007/BF02214271zbMath0802.60056WikidataQ115392707 ScholiaQ115392707MaRDI QIDQ1322909

Hiroshi Kunita

Publication date: 19 December 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Cauchy problem; Schwartz distributions; partial Malliavin calculus; analogue of the Feynman-Kac formula; nonhomogeneous noise; stochastic parabolic partial differential equation

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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Cites Work

• Diffusions conditionnelles. I. Hypoellipticité partielle
• Stochastic flows acting on Schwartz distributions
• Hypoelliptic second order differential equations
• Stochastic partial differential equations and diffusion processes
• The partial malliavin calculus and its application to non-linear filtering
• Stochastic partial differential equations and filtering of diffusion processes
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
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