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Can I read Malliavin calculus for parabolic SPDEs with jumps on EtoBox?
Malliavin calculus for parabolic SPDEs with jumps by Nicolas Fournier is a Mathematics article available to read on EtoBox.
What is Malliavin calculus for parabolic SPDEs with jumps about?
We study a parabolic SPDE driven by a white noise and a compensated Poisson measure. We ÿrst deÿne the solutions in a weak sense, and we prove the existence and the uniqueness of a weak solution. Then we use the Malliavin calculus in order to show that under some non-degeneracy assumptions, the law of the weak solution admits a density with respect to the Lebesgue measure. To this aim, we introduce two derivative operators associated with the white noise and the Poisson measure. The one associated with the Poisson measure is studied in detail.
Who reads Malliavin calculus for parabolic SPDEs with jumps?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Nicolas Fournier
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0304-4149)
- Published
- 2000
- Language
- EN
- Field
- Mathematics (Physical Sciences)