Generalized solutions of linear parabolic stochastic partial differential equations

DOI10.1007/s002459900083zbMath0908.60056OpenAlexW2031424434MaRDI QIDQ1389844

Juergen Potthoff, Hisao Watanabe, Gjermund Våge

Publication date: 2 March 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/1699/1/210_1996_bearb.pdf

zbMATH Keywords

generalized solutionGirsanov formulaFeynman-Kac formulastochastic Cauchy problem

Mathematics Subject Classification ID

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

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