Differential operators on Hermite Sobolev spaces

DOI10.1007/S12044-015-0220-0zbMath1351.60078OpenAlexW2045867721MaRDI QIDQ2344085

B. Rajeev, Suprio Bhar

Publication date: 12 May 2015

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12044-015-0220-0

zbMATH Keywords

stochastic partial differential equationsdifferential operatorstempered distributionsmonotonicity inequalityadjoint operatorsOrnstein-Uhlenbeck diffusionHermite-Sobolev spaces

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Related Items (5)

Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise ⋮ Lévy flows and associated stochastic PDEs ⋮ Characterizing Gaussian flows arising from Itô's stochastic differential equations ⋮ A class of stochastic differential equations with pathwise unique solutions ⋮ Solutions of SPDE's associated with a stochastic flow

Cites Work

• Probabilistic representations of solutions of the forward equations
• THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Stochastic partial differential equations and filtering of diffusion processes
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