Stochastic levi sums

DOI10.1002/CPA.3160470509zbMATH Open0809.60073OpenAlexW2079900144MaRDI QIDQ4308587FDOQ4308587

Authors: Shinzo Watanabe 

Publication date: 10 October 1994

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160470509

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zbMATH Keywords

backward stochastic partial differential equationWiener chaosDonsker's delta functionLevi sum

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generalized stochastic processes (60G20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Lectures on stochastic differential equations and Malliavin calculus

Cited In (2)

• A Stochastic Interpretation of the Parametrix Method
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals

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