INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS

DOI10.1142/S0219025704001475zbMath1042.60038MaRDI QIDQ4474483

Marco Fuhrman, Stefano Bonaccorsi

Publication date: 12 July 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusstochastic evolution equationlogarithmic derivative

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift

Cites Work

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