Feynman-Kac representations are obtained for Stratonovich and Skorohod solutions to the SPDE ∂u/∂t = ℒu + uẆ with Feller generator ℒ and colored Gaussian noise, plus regularity results.
Malliavin calculus for w hite noise driven parabolic SPDEs
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Stochastic partial differential equations associated with Feller processes
Feynman-Kac representations are obtained for Stratonovich and Skorohod solutions to the SPDE ∂u/∂t = ℒu + uẆ with Feller generator ℒ and colored Gaussian noise, plus regularity results.