| dc.date.accessioned | 2015-07-02T12:41:07Z | |
| dc.date.available | 2016-06-30T22:31:01Z | |
| dc.date.created | 2015-06-24T15:10:42Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | Nilssen, Torstein Kastberg . Quasi-linear stochastic partial differential equations with irregular coefficients - Malliavin regularity of the solutions.. Stochastic Partial Differential Equations: Analysis and Computations. 2015 | |
| dc.identifier.uri | http://hdl.handle.net/10852/44150 | |
| dc.description.abstract | We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in the regularity of the solution in terms of Malliavin calculus. We prove that when the drift is bounded and measurable the solution is directional Malliavin differentiable.
The final publication is available at Springer via http://dx.doi.org/10.1007/s40072-015-0053-y | en_US |
| dc.language | EN | |
| dc.language.iso | en | en_US |
| dc.title | Quasi-linear stochastic partial differential equations with irregular coefficients - Malliavin regularity of the solutions. | en_US |
| dc.type | Journal article | en_US |
| dc.creator.author | Nilssen, Torstein Kastberg | |
| cristin.unitcode | 185,15,13,35 | |
| cristin.unitname | Stokastisk analyse, finans, forsikring og risiko | |
| cristin.ispublished | true | |
| cristin.fulltext | postprint | |
| dc.identifier.cristin | 1250546 | |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastic Partial Differential Equations: Analysis and Computations&rft.volume=&rft.spage=&rft.date=2015 | |
| dc.identifier.jtitle | Stochastic Partial Differential Equations: Analysis and Computations | |
| dc.identifier.doi | http://dx.doi.org/10.1007/s40072-015-0053-y | |
| dc.identifier.urn | URN:NBN:no-48465 | |
| dc.type.document | Tidsskriftartikkel | en_US |
| dc.type.peerreviewed | Peer reviewed | |
| dc.source.issn | 2194-0401 | |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/44150/2/SPDErevision2.pdf | |
| dc.type.version | AcceptedVersion | |