On the Itô--Wentzell formula for distribution-valued processes and related topics

DOI10.1007/s00440-010-0275-xzbMath1238.60060arXiv0904.2752MaRDI QIDQ718886

Nicolai V. Krylov

Publication date: 27 September 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.2752

zbMATH Keywords

stochastic partial differential equations; stochastic Fubini theorem; Itô-Wentzell formula

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)