Quasi-linear stochastic partial differential equations with irregular coefficients: Malliavin regularity of the solutions

DOI10.1007/s40072-015-0053-yzbMath1325.60112arXiv1410.4357OpenAlexW2594392729MaRDI QIDQ744879

Torstein Nilssen

Publication date: 12 October 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4357

zbMATH Keywords

irregular coefficientslocal time calculusMalliavin regularityquasi-linear stochastic partial differential equations

Mathematics Subject Classification ID

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

Related Items (2)

Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift

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