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The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
Work
Year: 2013
Type: article
Abstract: We consider the class of non-linear stochastic partial differential equations studied in [Conus-Dalang, 2008]. Equivalent formulations using integration with respect to a cylindrical Brownian motion a... more
Cites: 24
Cited by: 20
Related to: 10
FWCI: 1.976
Citation percentile (by year/subfield): 92.45
Subfield: Finance
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: gold
APC paid (est): $675