Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension (Q655331): Difference between revisions

Using the Malliavin calculus, the authors derive Gaussian lower and upper bounds for the probability density of the mild solution of a non-linear stochastic heat equation with Gaussian noise having spatially homogeneous covariance, in any finite space dimension. Both lower and upper bounds have a Gaussian form in which the variance is constantly proportional over time to the variance of the corresponding linear equation solution with additive noise. The proof of the lower bound uses the notion of uniformly elliptic random vector, cf. [\textit{A. Kohatsu-Higa}, Probab. Theory Relat. Fields 126, No. 3, 421--457 (2003; Zbl 1022.60056)].