Probability representations of solutions to the heat equation

DOI10.1007/BF02829609zbMath1052.35065arXivmath/0310262MaRDI QIDQ1879454

Sundaram Thangavelu, B. Rajeev

Publication date: 22 September 2004

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0310262

zbMATH Keywords

Brownian motion; translation operators; infinite dimensional stochastic differential equations

Mathematics Subject Classification ID

35K05: Heat equation

60H30: Applications of stochastic analysis (to PDEs, etc.)

35K15: Initial value problems for second-order parabolic equations

Related Items

STOCHASTIC HEAT EQUATION ON ALGEBRA OF GENERALIZED FUNCTIONS, Time-dependent tempered generalized functions and Itô’s formula, An Itō formula in the space of tempered distributions, Translation invariant diffusions in the space of tempered distributions, Probabilistic representations of solutions of the forward equations, A class of stochastic differential equations with pathwise unique solutions, THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Cites Work

• Semimartingales: A course on stochastic processes
• Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
• THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Functional Integration and Partial Differential Equations. (AM-109)
• Diffusions and Elliptic Operators
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