Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
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Publication:1670275
DOI10.1007/s00028-017-0423-1zbMath1394.60029arXiv1608.03766OpenAlexW3099189896MaRDI QIDQ1670275
Giuseppe Da Prato, Luciano Tubaro, Stefano Bonaccorsi
Publication date: 5 September 2018
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.03766
Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Related Items (4)
A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems ⋮ Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\) ⋮ On the law of the minimum in a class of unidimensional SDEs ⋮ Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations
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