Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
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Publication:2391166
DOI10.1007/s00440-008-0150-1zbMath1178.60047arXiv0704.1312OpenAlexW2096755949MaRDI QIDQ2391166
Eulalia Nualart, Robert C. Dalang, Davar Khoshnevisan
Publication date: 24 July 2009
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.1312
Random fields (60G60) Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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- Lectures on stochastic differential equations and Malliavin calculus
- Malliavin calculus for white noise driven parabolic SPDEs
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- Lower bounds for densities of uniformly elliptic random variables on Wiener space
- Hitting properties of a random string
- Potential theory for hyperbolic SPDEs.
- Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
- Multiparameter Processes
- Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
- Malliavin Calculus with Applications to Stochastic Partial Differential Equations
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