A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian

DOI10.1155/2012/458738zbMath1268.60095OpenAlexW2025643651WikidataQ58908270 ScholiaQ58908270MaRDI QIDQ1936450

Rémi Léandre

Publication date: 5 February 2013

Published in: Journal of Function Spaces and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/458738

zbMATH Keywords

heat semigroupWiener chaosHida-Streit approach of path integral

Mathematics Subject Classification ID

White noise theory (60H40)

Related Items (6)

Probabilistic representations for the solution of higher order differential equations ⋮ A criterium for the strict positivity of the density of the law of a Poisson process ⋮ The Itô-Stratonovich formula for an operator of order four ⋮ Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory ⋮ A Class of Non-Markovian Pseudo-differential Operators of Lévy Type ⋮ Stochastic analysis for a non-Markovian generator: an introduction

Cites Work

• An Itô formula for an accretive operator
• Long time behaviour on a path group of the heat semi-group associated to a Bilaplacian
• Stochastic analysis without probability: study of some basic tools
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Quantum probability for probabilists
• A signed measure on path space related to Wiener measure
• White noise calculus and Fock space
• Itô-Stratonovitch Formula for the Wave Equation on a Torus
• FUNCTIONAL-INTEGRAL SOLUTION FOR THE SCHRÖDINGER EQUATION WITH POLYNOMIAL POTENTIAL: A WHITE NOISE APPROACH
• Itô formula for an integro-differential operator without an associated stochastic process
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