On the density for the solution of a Burgers-type SPDE

 Access to full text

 Full (PDF)

1. [1] V. Bally, I. Gyöngy and E. Pardoux, White-noise driven parabolic SPDEs with measurable drift, J. Funct. Anal.120 (2) (1994) 484-510. Zbl0801.60049MR1266318
2. [2] V. Bally, A. Millet and M. Sanz-SOLÉ, Approximation and support theorem in Hölder norm for parabolic SPDE's, Ann. Probab.23 (1) (1995) 178-222. Zbl0835.60053MR1330767
3. [3] V. Bally and E. Pardoux, Malliavin calculus for white-noise driven parabolic SPDEs, Potential Analysis, to appear. Zbl0928.60040MR1644120
4. [4] N. Bouleau and F. Hirsch, Dirichlet Forms and Analysis on the Wiener Space, De Gruyter Studies in Math., Vol. 14, Walter de Gruyter, 1991. Zbl0748.60046MR1133391
5. [5] J.M. Burgers, The Nonlinear Diffusion Equation, Reidel, Dordrecht, 1974. Zbl0302.60048
6. [6] G. Da Prato, A. Debussche and R. Temam, Stochastics Burgers equation, Preprint No. 27, Scuola Normale de Pisa (1995). Zbl0824.35112MR1300149
7. [7] G. Da Prato and D. Gatarek, Stochastics Burgers equation, Stochastics and Stochastics Rep.52 (1995) 29-41. Zbl0853.35138MR1380259
8. [8] I. Gyongy, On the stochastic Burgers equation, Stochastic Process. Appl.73 (1998) 271-299. Zbl0942.60058
9. [9] E. Hopf, The partial differential equation ut + uux = μuxx, Comm. Pure Appl. Math.3 (1950) 201-230. Zbl0039.10403MR47234
10. [10] N. Lanjri Zaidi and D. Nualart, Burgers equation driven by space-time white noise: absolute continuity of the solution, Preprint (1997). 
11. [11] M. Metivier, Semimartingales, de Gruyter, 1982. Zbl0503.60054MR688144
12. [12] P.L. Morien, Hölder and Besov regularity for the density of the solution of a white-noise driven parabolic SPDE (1995), in: Bernoulli: The Official Journal of the Bernoulli Society, to appear. Zbl0932.60072MR1681699
13. [13] P.L. Morien, Approximation of the density of the solution of a nonlinear SDE. Application to parabolic SPDE's, Stochastic Process. Appl.69 (1997) 195-216. Zbl0911.60047MR1472951
14. [14] D. Nualart, Malliavin Calculus and Related Fields, Springer, 1995. Zbl0837.60050MR1344217
15. [15] E. Pardoux and Z. Tusheng, Absolute continuity of the law of the solution of a parabolic SPDE, J. Funct. Anal.112 (1993) 447-458. Zbl0777.60046MR1213146
16. [16] J.B. . Walsh, An introduction to stochastic partial differential equations, in: Ecole d'Été de Probabilités de Saint-Flour 14, Lecture Notes in Math., Vol. 1180, Springer, 1986, pp. 265-439. Zbl0608.60060MR876085