𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Weighted Stochastic Sobolev Spaces and B
Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise
✍ David Nualart; Boris Rozovskii πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 426 KB

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.