Hu, Yaozhong; Nualart, David; Song, Jian - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 1083-1103
In this paper, we establish a version of the Feynman–Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman–Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogeneous Gaussian noise: first, an...