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