Evolution equation of a stochastic semigroup with white-noise drift.

DOI10.1214/aop/1019160111zbMath1044.60052OpenAlexW2007758890MaRDI QIDQ1872502

Frederi G. Viens, David Nualart

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160111

zbMATH Keywords

Skorokhod integralstochastic parabolic equationsstochastic semigroupsanticipating stochastic calculus

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Potential theory for hyperbolic SPDEs. ⋮ STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS ⋮ A new approach to stochastic evolution equations with adapted drift ⋮ Some parabolic PDEs whose drift is an irregular random noise in space ⋮ Long-time behaviour of nonautonomous SPDE's. ⋮ Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations ⋮ Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

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