Integration by parts formula for SPDEs with multiplicative noise and its applications

DOI10.1142/S0219493719500242zbMath1415.60072arXiv1610.02778OpenAlexW2963429678MaRDI QIDQ5384789

Xing Huang, Li-Xia Liu, Shao-Qin Zhang

Publication date: 25 June 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.02778

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsmultiplicative noiseintegration by parts formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)

Related Items (1)

An integration by parts formula for stochastic heat equations with fractional noise

Cites Work

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