Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
From MaRDI portal
Publication:526993
DOI10.1007/s11118-016-9601-yzbMath1367.60079arXiv1509.01121MaRDI QIDQ526993
Le Chen, Yaozhong Hu, David Nualart
Publication date: 15 May 2017
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01121
Malliavin calculusstochastic heat equationFeynman-Kac formulatwo-point correlation functionBrownian local-time
60J65: Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60J55: Local time and additive functionals
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