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
Pages
36
From page
808
To page
843
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
Serial Year
2012
Journal title
Stochastic Processes and their Applications
Record number
1578512
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