Space-Time Stochastic Calculus and White Noise

DOI10.1007/978-3-031-12244-6_44zbMath1528.60067arXiv2210.17276MaRDI QIDQ6061150

Bernt Øksendal

Publication date: 3 December 2023

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.17276

zbMATH Keywords

Hida-Malliavin calculustime-space Brownian sheet

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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