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White noise driven SPDEs with reflection

✍ Scribed by C. Donati-Martin; E. Pardoux


Publisher
Springer
Year
1993
Tongue
English
Weight
909 KB
Volume
95
Category
Article
ISSN
1432-2064

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Weighted Stochastic Sobolev Spaces and B
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In this paper we develop basic elements of Malliavin calculus on a weighted L 2 (0). This class of generalized Wiener functionals is a Hilbert space. It turns out to be substantially smaller than the space of Hida distributions while large enough to accommodate solutions of bilinear stochastic PDEs.