Article ID Journal Published Year Pages File Type
4669161 Bulletin des Sciences Mathématiques 2013 14 Pages PDF
Abstract

By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack inequalities are derived for the semigroup of the associated segment process.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)