Paolo Da Pelo, Alberto Lanconelli
Published 2010-02-23Version 1
We obtain a new probabilistic representation for the solution of the heat equation in terms of a product for smooth random variables which is introduced and studied in this paper. This multiplication, expressed in terms of the Hida-Malliavin derivatives of the random variables involved, exhibits many useful properties which are to some extents opposite to some peculiar features of the Wick product.
Probabilistic representations of solutions to the heat equation
The heat equation with order-respecting absorption and particle systems with topological interaction
Probabilistic representation for solutions of an irregular porous media type equation
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