Displaying similar documents to “Density estimates on a parabolic SPDE.”

Homogenization of a singular random one-dimensional PDE

Bogdan Iftimie, Étienne Pardoux, Andrey Piatnitski (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.

Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions

Mireille Bossy, Mamadou Cissé, Denis Talay (2011)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper we explicit the derivative of the flows of one-dimensional reflected diffusion processes. We then get stochastic representations for derivatives of viscosity solutions of one-dimensional semilinear parabolic partial differential equations and parabolic variational inequalities with Neumann boundary conditions.

Some properties of superprocesses under a stochastic flow

Kijung Lee, Carl Mueller, Jie Xiong (2009)

Annales de l'I.H.P. Probabilités et statistiques

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For a superprocess under a stochastic flow in one dimension, we prove that it has a density with respect to the Lebesgue measure. A stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov’s -theory for linear SPDE.