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Probability density for a hyperbolic SPDE with time dependent coefficients

Marta Sanz-Solé; Iván Torrecilla-Tarantino — 2007

ESAIM: Probability and Statistics

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, (2002) 453-483 to an infinite dimensional setting.

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