publication . Article . Preprint . 2011

bismut formulae and applications for functional spdes

Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui;
Open Access
  • Published: 24 Oct 2011 Journal: Bulletin des Sciences Mathématiques, volume 137, pages 509-522 (issn: 0007-4497, Copyright policy)
  • Publisher: Elsevier BV
Abstract
By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack inequalities are derived for the semigroup of the associated segment process. Keywords: Bismut formula, Malliavin calculus, gradient estimate, Harnack inequality, functional SPDE
Subjects
arXiv: Mathematics::Probability
free text keywords: General Mathematics, Malliavin calculus, Stochastic partial differential equation, Semigroup, Multiplicative noise, Mathematics, Harnack's inequality, Gradient estimate, Harnack's principle, Mathematical analysis, Mathematics - Probability
Related Organizations
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publication . Article . Preprint . 2011

bismut formulae and applications for functional spdes

Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui;