Equations Involving Mallivin Calculus Operators

Abstract:

This chapter is devoted to the study of several classes of stochastic equations involving generalized operators of the Malliavin calculus. In particular, we prove the surjectivity of the main operators of the Malliavin calculus. We also consider equations involving the Malliavin derivative operator and the Wick product with a Gaussian process. Applying the chaos expansion method in white noise spaces, we solve these equations and obtain explicit forms of the solutions in appropriate spaces of stochastic processes.

Año de publicación:

2017

Keywords:

Fuente:

scopus