Generalized Brownian functionals and the solution to a stochastic partial differential equation

DOI10.1016/0022-1236(89)90098-0zbMath0682.60046OpenAlexW2022178635MaRDI QIDQ1824281

David Nualart, Moshe Zakai

Publication date: 1989

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(89)90098-0

zbMATH Keywords

Malliavin calculusgeneralized Wiener functionalssecond order partial differential operator

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

• Brownian functionals and applications
• Lectures on stochastic differential equations and Malliavin calculus
• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Random nonlinear wave equations: Smoothness of the solutions
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