Malliavin Calculus for Fractional Heat Equation
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Publication:2841789
DOI10.1007/978-1-4614-5906-4_16zbMath1274.60218arXiv1109.0422OpenAlexW2952202359MaRDI QIDQ2841789
Publication date: 30 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.0422
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ Malliavin calculus for regularity structures: the case of gPAM ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ Hörmander's theorem for semilinear SPDEs ⋮ Temporal variation for fractional heat equations with additive white noise ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
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