Stochastic partial differential equations with Dirichlet white-noise boundary conditions
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Publication:1599989
DOI10.1016/S0246-0203(01)01097-4zbMath0998.60065MaRDI QIDQ1599989
Elisa Alòs, Stefano Bonaccorsi
Publication date: 16 November 2002
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_2_125_0
Malliavin calculusSkorokhod integralstochastic parabolic partial differential equationsanticipative stochastic evolution equationbackward heat kernelwhite-noise boundary condition
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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