Existence and regularity of the density for solutions of stochastic differential equations with boundary noise
Author:
Affiliation:
1. Dipartimento di Matematica, Università di Trento, via Sommarive 14, 38123 Povo (Trento), Italia
2. Dipartimento di Matematica, Università di Pavia, via Ferrata 1, 27100 Pavia, Italia
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0219025716500077
Reference13 articles.
1. Multidimensional Reaction-Diffusion Equations with White Noise Boundary Perturbations
2. A Stochastic Parabolic Equation with Nonlinear Flux on the Boundary Driven by a Gaussian Noise
3. STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
4. Stochastic partial differential equations with Dirichlet white-noise boundary conditions
5. An introduction to stochastic partial differential equations
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1. Differentiability in infinite dimension and the Malliavin calculus;Probability Surveys;2024-01-01
2. Absolute continuity of the law for solutions of stochastic differential equations with boundary noise;Stochastics and Dynamics;2017-08-13
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