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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
scientific article

    Statements

    Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations (English)
    0 references
    0 references
    0 references
    27 November 2009
    0 references
    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.
    0 references
    Gaussian density bounds
    0 references
    Malliavin calculus
    0 references
    spatially homogeneous Gaussian noise
    0 references
    stochastic partial differential equations
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references