Nonhomogeneous First-order Linear Malliavin Type Differential Equation

DOI10.1007/978-3-0348-0585-8_20zbMath1271.60069MaRDI QIDQ4914484

Dora Seleši, Tijana Levajković

Publication date: 12 April 2013

Published in: Pseudo-Differential Operators, Generalized Functions and Asymptotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0585-8_20

zbMATH Keywords

differential equation; chaos expansion; Malliavin derivative; generalized stochastic process; propagator method; nonhomogeneous linear equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G20: Generalized stochastic processes

60H40: White noise theory

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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