Probabilistic representation of heat equation of convolution type

DOI10.1515/156939705775992402zbMath1119.60052OpenAlexW4249662889MaRDI QIDQ3440825

Mohamed Erraoui, José Luís da Silva, Youssef Ouknine, Habib Ouerdiane

Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939705775992402

zbMATH Keywords

heat equationconvolutionItô's formulaBrownian functional

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• A characterization of Hida distributions
• A white noise approach to a class of non-linear stochastic heat equations
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• A duality theorem between spaces of holomorphic functions of exponential growth
• GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL
• ANALYTIC CHARACTERIZATION OF GENERALIZED FOCK SPACE OPERATORS AS TWO-VARIABLE ENTIRE FUNCTIONS WITH GROWTH CONDITION
• Stochastic Equations in Infinite Dimensions

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