| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155834 | Stochastic Processes and their Applications | 2012 | 36 Pages |
Abstract
The Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhlenbeck operator are extended from the traditional Gaussian setting to nonlinear generalized functionals of white noise. These extensions are related to the new developments in the theory of stochastic PDEs, in particular elliptic PDEs driven by spatial white noise and quantized nonlinear equations.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
S.V. Lototsky, B.L. Rozovskii, D. Seleši,