Bismut formulae and applications for functional SPDEs
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Publication:388136
DOI10.1016/j.bulsci.2012.11.005zbMath1281.60058arXiv1110.5150MaRDI QIDQ388136
Jianhai Bao, Chenggui Yuan, Feng-Yu Wang
Publication date: 19 December 2013
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.5150
gradient estimate; Harnack inequality; Malliavin calculus; Bismut formula; functional stochastic partial differential equation
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
47G20: Integro-differential operators
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