A skew stochastic heat equation

DOI10.1007/s10959-012-0421-8zbMath1310.60090arXiv1105.2779OpenAlexW2150178395MaRDI QIDQ457099

Said Karim Bounebache, Lorenzo Zambotti

Publication date: 26 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2779

zbMATH Keywords

stochastic heat equationDirichlet formslocal timeskew Brownian motionMarkov solution

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items

Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation

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