Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations (Q1041055): Difference between revisions

The purpose of this paper is to apply the results of \textit{I. Nourdin} and \textit{F. G. Viens} [Electron. J. Probab. 14, 2287--2309, electronic only (2009; Zbl 1192.60066)] for the density of a one-dimensional Wiener functional to the solutions of different classes of stochastic partial differential equations driven by an additive Gaussian noise. In particular, upper and lower Gaussian estimates for the density of the solutions to the heat and wave equations are established, using Malliavin calculus. One- and multi-dimensional heat and wave equations are considered; they involve additive Gaussian noise which is white in time and has a spatially homogeneous correlation in space.