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6th International Conference on Differential Equations and Dynamical Systems
May 22-26, 2008

Baltimore, Maryland, USA

Organizers
Xinzhi Liu, University of Waterloo; Gaston M. N'Guerekata, Morgan State University

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Differentiability Properties of Measures Generated by Solutions of Parabolic Stochastic Partial Differential Equations
by
Fariborz Asadian
Fort Valley State University

We use the Girsanov Theorem to investigate differentiability properties of measures generated by the solutions of a large class of parabolic stochastic partial differential equations. These properties are applied to solve the corresponding deterministic backward and forward equations.

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Date received: March 14, 2008

Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caws-67.