Bismut formula for SDEs in Hilbert spaces with degenerate multiplicative noise and applications

Addona Davide, Università di Parma

In this talk we consider a SDE which evolves in a separable Hilbert space $H$ of the form \begin{align*} dX_t=AX_tdt+B(t,X_t)dt+G(t,X_t)dW_t, \ t\in[s,T], \quad X_s=x\in H, \tag{*} \label{*} \end{align*} with $0\leq s

Area: CS7 - Advances in SPDEs (Giuseppina Guatteri and Federica Masiero)

Keywords: Stochastic partial differential equations, Multiplicative noise, Bismut formula, Malliavin calculus, semilinear Kolmogorov equations

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