Stochastic partial differential equations with Dirichlet white-noise boundary conditions

Elisa Alòs; Stefano Bonaccorsi

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 2, page 125-154
  • ISSN: 0246-0203

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Alòs, Elisa, and Bonaccorsi, Stefano. "Stochastic partial differential equations with Dirichlet white-noise boundary conditions." Annales de l'I.H.P. Probabilités et statistiques 38.2 (2002): 125-154. <http://eudml.org/doc/77711>.

@article{Alòs2002,
author = {Alòs, Elisa, Bonaccorsi, Stefano},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stochastic parabolic partial differential equations; white-noise boundary condition; anticipative stochastic evolution equation; Skorokhod integral; Malliavin calculus; backward heat kernel},
language = {eng},
number = {2},
pages = {125-154},
publisher = {Elsevier},
title = {Stochastic partial differential equations with Dirichlet white-noise boundary conditions},
url = {http://eudml.org/doc/77711},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Alòs, Elisa
AU - Bonaccorsi, Stefano
TI - Stochastic partial differential equations with Dirichlet white-noise boundary conditions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 2
SP - 125
EP - 154
LA - eng
KW - stochastic parabolic partial differential equations; white-noise boundary condition; anticipative stochastic evolution equation; Skorokhod integral; Malliavin calculus; backward heat kernel
UR - http://eudml.org/doc/77711
ER -

References

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  12. [12] D. Nualart, The Malliavin Calculus and Related Topics, Springer-Verlag, New York, 1995. Zbl0837.60050MR1344217
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