Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4669161 | Bulletin des Sciences Mathématiques | 2013 | 14 Pages |
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.
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Mathematics
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