On two-parameter non-degenerate Brownian martingales

DOI10.1016/S0007-4497(98)80173-5zbMath0910.60044MaRDI QIDQ1265683

David Nualart, Samy Tindel

Publication date: 19 April 1999

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusdensityoccupation measurehyperbolic stochastic partial differential equationstwo-parameter Brownian martingale

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

Cites Work

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• Stochastic integrals in the plane
• On quasi-linear stochastic partial differential equations
• On nondegenerate quasilinear stochastic partial differential equations
• Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient
• Some remarks on a linear stochastic differential equation

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