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- W3035440190 abstract "The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsanov transform coincides with the one generated by an iteration scheme for Kolmogorov equations. We also apply the iteration approach to extend the well posedness theory for Kolmogorov equations beyond the boundedness condition on the nonlinear term." @default.
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- W3035440190 date "2021-05-05" @default.
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- W3035440190 title "On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs" @default.
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- W3035440190 doi "https://doi.org/10.1007/s11118-021-09924-1" @default.
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