Probability density for a hyperbolic SPDE with time dependent coefficients
Marta Sanz-Solé; Iván Torrecilla-Tarantino
ESAIM: Probability and Statistics (2007)
- Volume: 11, page 365-380
- ISSN: 1292-8100
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topSanz-Solé, Marta, and Torrecilla-Tarantino, Iván. "Probability density for a hyperbolic SPDE with time dependent coefficients." ESAIM: Probability and Statistics 11 (2007): 365-380. <http://eudml.org/doc/250103>.
@article{Sanz2007,
abstract = {
We prove the existence and smoothness of density for the solution
of a hyperbolic SPDE with free term coefficients depending on
time, under hypoelliptic non degeneracy conditions. The result
extends those proved in Cattiaux and Mesnager, PTRF123 (2002) 453-483 to an infinite dimensional
setting.
},
author = {Sanz-Solé, Marta, Torrecilla-Tarantino, Iván},
journal = {ESAIM: Probability and Statistics},
keywords = {Malliavin calculus. Stochastic partial differential
equations. Two-parameter processes.; Malliavin calculus; stochastic partial differential equations; two-parameter processes},
language = {eng},
month = {8},
pages = {365-380},
publisher = {EDP Sciences},
title = {Probability density for a hyperbolic SPDE with time dependent coefficients},
url = {http://eudml.org/doc/250103},
volume = {11},
year = {2007},
}
TY - JOUR
AU - Sanz-Solé, Marta
AU - Torrecilla-Tarantino, Iván
TI - Probability density for a hyperbolic SPDE with time dependent coefficients
JO - ESAIM: Probability and Statistics
DA - 2007/8//
PB - EDP Sciences
VL - 11
SP - 365
EP - 380
AB -
We prove the existence and smoothness of density for the solution
of a hyperbolic SPDE with free term coefficients depending on
time, under hypoelliptic non degeneracy conditions. The result
extends those proved in Cattiaux and Mesnager, PTRF123 (2002) 453-483 to an infinite dimensional
setting.
LA - eng
KW - Malliavin calculus. Stochastic partial differential
equations. Two-parameter processes.; Malliavin calculus; stochastic partial differential equations; two-parameter processes
UR - http://eudml.org/doc/250103
ER -
References
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- D.W. Stroock, Some applications of stochastic calculus to partial differential equations, in École d'Été de Probabilités de Saint Flour. LNM976 (1983) 267–382.
- S. Taniguchi, Applications of Malliavin's calculus to time-dependent systems of heat equations. Osaka J. Math.22 (1985) 307–320.
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