Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations

DOI10.1007/s11464-014-0364-8zbMath1312.60084OpenAlexW1999974591MaRDI QIDQ2259125

Miao Wang, Jiang-Lun Wu

Publication date: 27 February 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa22315/Download/0022315-22022017111950.pdf

zbMATH Keywords

stochastic heat equationGalerkin approximationGirsanov transformationFréchet differentiationpath-independenceBurgers-KPZ type equationsinfinite-dimensional stochastic evolution equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces, On path-independent Girsanov transform, Path independence of additive functionals for stochastic differential equations under \(G\)-framework, Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs

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