The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity

DOI10.1214/EJP.v18-2341zbMath1288.60079arXiv1209.0401OpenAlexW1994714997MaRDI QIDQ388944

Marta Sanz-Solé, André Süss

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0401

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsstochastic integrationstochastic wave equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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