Markov field properties of solutions of white noise driven quasi-linear parabolic pdes

DOI10.1080/17442509408833896zbMath0828.60043OpenAlexW2011611541MaRDI QIDQ4845480

David Nualart, Etienne Pardoux

Publication date: 18 October 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833896

zbMATH Keywords

parabolic stochastic partial differential equationsGirsanov theoremMarkov fields

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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