SPDEs with colored Gaussian noise: a survey

DOI10.1007/s40304-018-0160-yzbMath1404.60093MaRDI QIDQ1757193

Xianqiang Yang

Publication date: 2 January 2019

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-018-0160-y

zbMATH Keywords

Malliavin calculus; stochastic partial differential equations; large deviation; Lyapunov exponent

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

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

37H15: Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents

60-02: Research exposition (monographs, survey articles) pertaining to probability theory