Probabilistic representation of heat equation of convolution type

DOI10.1515/156939705775992402MaRDI QIDQ3440825zbMATH OpenOpenAlexFDO

Authors M. Erraoui, Youssef Ouknine, José L. Silva, Habib Ouerdiane

Publication date 29 May 2007

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939705775992402

zbMATH Keywords

convolutionheat equationBrownian functionalItô's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• A characterization of Hida distributions
• A duality theorem between spaces of holomorphic functions of exponential growth
• A white noise approach to a class of non-linear stochastic heat equations
• ANALYTIC CHARACTERIZATION OF GENERALIZED FOCK SPACE OPERATORS AS TWO-VARIABLE ENTIRE FUNCTIONS WITH GROWTH CONDITION
• GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Stochastic Equations in Infinite Dimensions

Cited in

(6)

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