Generalized solutions of linear parabolic stochastic partial differential equations

Applied Mathematics and Optimization

Volumn 38, Issue 1, 1998, Pages 95-107

  Potthoff, J ^a   Vage, G ^a   Watanabe, H ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b OKAYAMA UNIVERSITY OF SCIENCE   (Japan)

Author keywords

Feynman Kac formula; Girsanov formula; S transform; Stochastic partial differential equations; White noise analysis

Indexed keywords

BROWNIAN MOVEMENT; MATHEMATICAL TRANSFORMATIONS; THEOREM PROVING; WHITE NOISE;

FEYNMAN-KAC FORMULA; GIRSANOV FORMULA; HIDA DISTRIBUTIONS; PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS;

PARTIAL DIFFERENTIAL EQUATIONS;

EID: 0032123166     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900083     Document Type: Article

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