Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.
Dalang, Robert C. (1999)
Electronic Journal of Probability [electronic only]
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Dalang, Robert C. (1999)
Electronic Journal of Probability [electronic only]
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Conus, Daniel, Dalang, Robert C. (2008)
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Svetlana Janković, Miljana Jovanović (2000)
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We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Márquez-Carreras, David, Sarrà, Mònica (2003)
Electronic Journal of Probability [electronic only]
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