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math.PR2014
Stationary solutions of stochastic partial differential equations in the space of tempered distributions
Suprio Bhar
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of…
math.PR2014★ 2 cited
Characterizing Gaussian flows arising from Itō's stochastic differential equations
Suprio Bhar
We introduce and characterize a class of flows, which turn out to be Gaussian. This characterization allows us to show, using the Monotonicity inequality, that the transpose of the…
math.PR2014★ 3 cited
An Itō formula in the space of tempered distributions
Suprio Bhar
We extend the Itō formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the Itō formul…