On generalized Malliavin calculus

DOI10.1016/J.SPA.2011.11.003MaRDI QIDQ765878zbMATHOpenAlexFDO

Authors Dora Seleši, S. V. Lototsky, B. Rozovskii

Publication date 22 March 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2011.11.003

zbMATH Keywords

generalized stochastic processesMalliavin operatorsSobolev chaos spacesstochastc PDEs

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(22)

• A note on the smoothness of densities
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• Fundamental equations with higher order Malliavin operators
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• Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables
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• Generalized Brownian Motion, Point Processes and Stochastic Calculus for Random Fields
• On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise
• On unbiased stochastic Navier-Stokes equations
• Malliavin calculus for generalized and test stochastic processes
• Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution
• On the Malliavin calculus for SDE's on Hilbert spaces
• Chaos expansion methods for stochastic differential equations involving the Malliavin derivative. I
• Classical and generalized solutions of fractional stochastic differential equations
• scientific article; zbMATH DE number 2124150 (Why is no real title available?)
• THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
• An approach to the stochastic calculus in the non-Gaussian case
• scientific article; zbMATH DE number 4076226 (Why is no real title available?)

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