Functionals associated with gradient stochastic flows and nonlinear SPDEs
DOI10.1007/978-3-642-18412-3_15zbMATH Open1233.60038OpenAlexW2188709305MaRDI QIDQ5198568FDOQ5198568
Authors: Bogdan Iftimie, Marinela Marinescu, Constantin Vârsan 
Publication date: 8 August 2011
Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-18412-3_15
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stochastic partial differential equationsHamilton-Jacobi equationsstochastic flowgradient representationFisk-Stratonovich stochastic integral
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Nonlinear first-order PDEs (35F20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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