In:
Stochastics and Dynamics, World Scientific Pub Co Pte Ltd, Vol. 19, No. 03 ( 2019-06), p. 1950024-
Abstract:
By using the Malliavin calculus, the Driver-type integration by parts formula is established for the semigroup associated to SPDEs with Multiplicative Noise. Moreover, estimates on the logarithmic derivative of the transition probability measure are obtained. A concrete example to describe evolution of spin systems on discrete lattices is given to illustrate our main result.
Type of Medium:
Online Resource
ISSN:
0219-4937
,
1793-6799
DOI:
10.1142/S0219493719500242
Language:
English
Publisher:
World Scientific Pub Co Pte Ltd
Publication Date:
2019
SSG:
11
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