On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
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Publication:2099171
DOI10.1007/s11118-021-09924-1zbMath1506.60064arXiv2006.06189OpenAlexW3035440190MaRDI QIDQ2099171
De Jun Luo, Cristiano Ricci, Franco Flandoli
Publication date: 23 November 2022
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.06189
Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fixed-point iterations (47J26)
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