Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
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Publication:1849353
DOI10.1007/s004400200203zbMath1009.60047OpenAlexW2046674598MaRDI QIDQ1849353
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400200203
additive functionalsDirichlet processesintegration by partsstochastic partial differential equations with reflection
Dirichlet forms (31C25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)
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