Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs

DOI10.1214/aop/1046294313zbMath1019.60062OpenAlexW2031242438MaRDI QIDQ1872333

Lorenzo Zambotti

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1046294313

zbMATH Keywords

ergodicityDirichlet boundary conditionsemilinear partial differential equationnonnegative continuous adapted solution

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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Cites Work

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• On the uniqueness of solutions of stochastic differential equations
• Ergodicity for Infinite Dimensional Systems
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• Second order PDE's in finite and infinite dimension

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