The parametrix method for parabolic SPDEs

DOI10.1016/j.spa.2020.05.008zbMath1455.60085arXiv1803.06543OpenAlexW3025963217MaRDI QIDQ2196545

Andrea Pascucci, Antonello Pesce

Publication date: 3 September 2020

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

Full work available at URL: https://arxiv.org/abs/1803.06543

zbMATH Keywords

fundamental solutionstochastic partial differential equationsKolmogorov equationparametrix method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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