A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise (Q6082700)
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scientific article; zbMATH DE number 7757253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise |
scientific article; zbMATH DE number 7757253 |
Statements
A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise (English)
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30 October 2023
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Wick product
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stochastic heat equation
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space-only white noise
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Wiener chaos
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Feynman-Kac formula
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multiple Wiener integral
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Hölder regularity
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white noise analysis
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Malliavin calculus
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