Integration by Parts formula for SPDEs with Multiplicative Noise and its Applications
Probability
2016-10-11 v1
Abstract
By using the Malliavin calculus, the Driver-type integration by parts formula is established for the semigroup associated to to SPDEs with Multiplicative Noise. Moreover, estimates on the density of heat kernel w.r.t. Lebesgue measure are obtained in finite dimension case.
Keywords
Cite
@article{arxiv.1610.02778,
title = {Integration by Parts formula for SPDEs with Multiplicative Noise and its Applications},
author = {Xing Huang and Shao-Qin Zhang and Li-Xia Liu},
journal= {arXiv preprint arXiv:1610.02778},
year = {2016}
}
Comments
15 pages. arXiv admin note: text overlap with arXiv:1601.01733 by other authors