Integration by parts formula for SPDEs with multiplicative noise and its applications

DOI10.1142/S0219493719500242zbMATH Open1415.60072arXiv1610.02778OpenAlexW2963429678MaRDI QIDQ5384789FDOQ5384789

Authors: Xing Huang, Lixia Liu, Shaoqin Zhang 

Publication date: 25 June 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: By using the Malliavin calculus, the Driver-type integration by parts formula is established for the semigroup associated to to SPDEs with Multiplicative Noise. Moreover, estimates on the density of heat kernel w.r.t. Lebesgue measure are obtained in finite dimension case.

Full work available at URL: https://arxiv.org/abs/1610.02778

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zbMATH Keywords

Malliavin calculusstochastic partial differential equationsmultiplicative noiseintegration by parts formula

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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Cited In (8)

• Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
• Bismut formulae and applications for functional SPDEs
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Integration by parts formula and applications for SPDEs with jumps
• Integration with respect to Lévy colored noise, with applications to SPDEs
• Integration by parts formula and applications for SDEs with Lévy noise
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• An integration by parts formula for stochastic heat equations with fractional noise

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