The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
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Publication:388944
DOI10.1214/EJP.v18-2341zbMath1288.60079arXiv1209.0401MaRDI QIDQ388944
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.0401
Malliavin calculus; stochastic partial differential equations; stochastic integration; stochastic wave equation
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
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