Malliavin calculus for parabolic SPDEs with jumps.

DOI10.1016/S0304-4149(99)00107-6zbMath1045.60067OpenAlexW2088113409MaRDI QIDQ1877393

Nicolas Fournier

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00107-6

zbMATH Keywords

Malliavin calculusBrownian sheetPoisson random measurestochastic heat equations

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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Cites Work

• Malliavin calculus for white noise driven parabolic SPDEs
• Study of a SPDE driven by a Poisson noise
• Absolute continuity of the law of the solution of a parabolic SPDE
• A stochastic model of neural response
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