Nonhomogeneous First-order Linear Malliavin Type Differential Equation
DOI10.1007/978-3-0348-0585-8_20zbMath1271.60069OpenAlexW181966211MaRDI QIDQ4914484
Dora Seleši, Tijana Levajković
Publication date: 12 April 2013
Published in: Pseudo-Differential Operators, Generalized Functions and Asymptotics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0585-8_20
differential equationchaos expansionMalliavin derivativegeneralized stochastic processpropagator methodnonhomogeneous linear equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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