Title of article :
On generalized Malliavin calculus
Author/Authors :
Lototsky، نويسنده , , S.V. and Rozovskii، نويسنده , , B.L. and Sele?i، نويسنده , , D.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
The Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhlenbeck operator are extended from the traditional Gaussian setting to nonlinear generalized functionals of white noise. These extensions are related to the new developments in the theory of stochastic PDEs, in particular elliptic PDEs driven by spatial white noise and quantized nonlinear equations.
Keywords :
Stochastic PDEs , Malliavin operators , Generalized stochastic processes
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications