Characterizing Gaussian flows arising from Itô's stochastic differential equations

DOI10.1007/s11118-016-9578-6zbMath1365.60057arXiv1410.4633OpenAlexW3103331795MaRDI QIDQ512833

Suprio Bhar

Publication date: 2 March 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4633

zbMATH Keywords

stochastic differential equationsdiffusion processesforward equationsmonotonicity inequalityGaussian flows

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15)

Related Items

Lévy flows and associated stochastic PDEs, Solutions of SPDE's associated with a stochastic flow

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