On a stochastic wave equation in two space dimensions: Regularity of the solution and its density

DOI10.1016/S0304-4149(99)00090-3zbMath1028.60061WikidataQ127098576 ScholiaQ127098576MaRDI QIDQ1411880

Pierre-Luc Morien, Annie Millet

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusGaussian noisestochastic wave equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

• Unnamed Item
• Semimartingales: A course on stochastic processes
• Malliavin calculus for white noise driven parabolic SPDEs
• The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
• The stochastic wave equation in two spatial dimensions
• Nonlinear stochastic wave and heat equations
• A stochastic wave equation in two space dimensions: smoothness of the law

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