Malliavin calculus for infinite-dimensional systems with additive noise
نویسندگان
چکیده
منابع مشابه
Malliavin Calculus for Infinite-dimensional Systems with Additive Noise
We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hörmander’s classical theory in this setting. We study the distributions of finite-dimensional projections of the solutions and give conditions that provide existence and ...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2007
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2007.02.011