Taylor expansion of the density in a stochastic heat equation (Q1817875)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1383027
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Taylor expansion of the density in a stochastic heat equation |
scientific article; zbMATH DE number 1383027 |
Statements
Taylor expansion of the density in a stochastic heat equation (English)
0 references
5 July 2000
0 references
A general result is proved on asymptotic expansions of densities for families of perturbed Wiener functionals following ideas developed by the authors. The general result is applied to a stochastic heat equation driven by space-time white noise and perturbed by a small parameter in the diffusion coefficient. The main theorem describes the asymptotic behaviour of the associated densities at a fixed point. The analysis is given in detail and it is recommended to mathematicians working in applications of Malliavin calculus.
0 references
Taylor expansion
0 references
stochastic heat equations with density
0 references
perturbations
0 references
0.8168850541114807
0 references
0.8149868249893188
0 references
0.8139309883117676
0 references
