Application of Malliavian calculus to stochastic partial differential equations
zbMATH Open1163.60002MaRDI QIDQ3605388FDOQ3605388
Authors: David Nualart 
Publication date: 24 February 2009
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Malliavin calculusstochastic partial differential equationsspace-time white noisenonlinear heat equationexistence of a smooth densitysupport of the lawspatially homogeneous white noise
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Cited In (11)
- Title not available (Why is that?)
- Malliavin Calculus with Applications to Stochastic Partial Differential Equations
- Title not available (Why is that?)
- Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
- Estimation for the reaction term in semi-linear SPDEs under small diffusivity
- Malliavin calculus for regularity structures: the case of gPAM
- The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
- Malliavin calculus and densities for singular stochastic partial differential equations
- Malliavin calculus with time dependent coefficients applied to a class of stochastic differential equations
- Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
- Malliavin calculus for infinite-dimensional systems with additive noise
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