On a new probabilistic representation for the solution of the heat equation
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Publication:4648581
DOI10.1080/17442508.2011.616207zbMath1255.60111arXiv1002.4269OpenAlexW2029405643MaRDI QIDQ4648581
Alberto Lanconelli, Paolo Da Pelo
Publication date: 9 November 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.4269
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems ⋮ A note on Gamma Wick products ⋮ Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
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