带乘性噪声随机偏微分方程的分部积分公式及其应用
概率论
2016-10-11 v1
摘要
利用 Malliavin 分析，为与带乘性噪声随机偏微分方程相关的半群建立了 Driver 型分部积分公式。此外，在有限维情形下得到了热核密度关于 Lebesgue 测度的估计。
引用
@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}
}
备注
15 pages. arXiv admin note: text overlap with arXiv:1601.01733 by other authors