Itô's formula for linear fractional PDEs

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dc.creatorLeon, Jorge A.
dc.creatorTindel, Samy
dc.date2006-10-25
dc.date.accessioned2026-07-07T08:08:16Z
dc.date.available2026-07-07T08:08:16Z
dc.descriptionIn this paper we introduce a stochastic integral with respect to the solution X of the fractional heat equation on [0,1], interpreted as a divergence operator. This allows to use the techniques of the Malliavin calculus in order to establish an Itô-type formula for the process X.
dc.description23 p
dc.identifierhttps://arxiv.org/abs/math/0610753
dc.identifierhttp://arxiv.org/abs/math/0610753
dc.identifierJournal of Functional Analysis 228, 1 (2005) 114-143
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131208
dc.subjectProbability
dc.subject60H15, 60H07, 60G15
dc.titleItô's formula for linear fractional PDEs
dc.typetext

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