Stochastic levi sums

DOI10.1002/CPA.3160470509MaRDI QIDQ4308587zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• On solutions to backward stochastic partial differential equations for Lévy processes
• On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains
• A duality analysis on stochastic partial differential equations
• Wiener chaos solutions for linear backward stochastic evolution equations
• Some result on stochastic partial differential equations by the stochastic characteristics method

Cites work

• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• Lectures on stochastic differential equations and Malliavin calculus

Cited in

(2)

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

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