A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution

DOI10.1016/j.spa.2012.11.004zbMath1272.60043arXiv1110.4855OpenAlexW2010765629MaRDI QIDQ1940243

Jian Song, David Nualart, Yaozhong Hu

Publication date: 6 March 2013

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

Full work available at URL: https://arxiv.org/abs/1110.4855

zbMATH Keywords

Hölder continuityFeynman-Kac formulachaos expansionstochastic heat equationsMalliavin calculus.

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Joint Hölder continuity of parabolic Anderson model ⋮ Unnamed Item ⋮ Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\) ⋮ Hölder continuity for stochastic fractional heat equation with colored noise ⋮ Optimal regularity of SPDEs with additive noise ⋮ BSDEs generated by fractional space-time noise and related SPDEs ⋮ On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise ⋮ Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation ⋮ On mean field games with common noise and McKean-Vlasov SPDEs ⋮ Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise ⋮ The spatial Lambda-Fleming-Viot process with fluctuating selection ⋮ A note on the smoothness of densities ⋮ Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes

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