A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise

DOI10.1142/s0219025723500017zbMath1522.60051arXiv2112.11051OpenAlexW4323855081MaRDI QIDQ6082700

Ramiro Scorolli, Hyun-Jung Kim

Publication date: 30 October 2023

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.11051

zbMATH Keywords

Malliavin calculuswhite noise analysisWick productstochastic heat equationHölder regularityFeynman-Kac formulamultiple Wiener integralWiener chaosspace-only white noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Stochastic integrals (60H05)

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