On stochastic partial differential equations with spatially correlated noise: smoothness of the law.

DOI10.1016/S0304-4149(00)00099-5zbMath1053.60070WikidataQ127579802 ScholiaQ127579802MaRDI QIDQ1888759

David Márquez-Carreras, Mohamed Mellouk, Mònica Sarrà

Publication date: 26 November 2004

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

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsGaussian noise

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (24)

Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise ⋮ Existence and smoothness of the density for spatially homogeneous SPDEs ⋮ Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs ⋮ Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\) ⋮ Malliavin calculus and densities for singular stochastic partial differential equations ⋮ Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term ⋮ Behaviour of the density in perturbed SPDE's with spatially correlated noise ⋮ Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. ⋮ Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension ⋮ Itô's formula for linear fractional PDEs ⋮ On the density of systems of non-linear spatially homogeneous SPDEs ⋮ Absolute continuity of the law for the two dimensional stochastic Navier-Stokes equations ⋮ Stochastic integrals for SPDEs: a comparison ⋮ Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Positivity of the density for the stochastic wave equation in two spatial dimensions ⋮ Small stochastic perturbations in a general fractional kinetic equation ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise ⋮ Existence and regularity of the density for solutions of stochastic differential equations with boundary noise ⋮ Generalized fractional kinetic equations: another point of view ⋮ ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE ⋮ Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations ⋮ The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications ⋮ Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

Cites Work

• Unnamed Item
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• The law of the solution to a nonlinear hyperbolic SPDE
• On a stochastic wave equation in two space dimensions: Regularity of the solution and its density
• Nonlinear stochastic wave and heat equations
• A stochastic wave equation in two space dimensions: smoothness of the law
• Stochastic evolution equations with a spatially homogeneous Wiener process

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