Probability density for a hyperbolic SPDE with time dependent coefficients

DOI10.1051/PS:2007024MaRDI QIDQ5429610zbMATH OpenOpenAlexFDO

Authors Iván Torrecilla-Tarantino, Marta Sanz-Solé

Publication date 30 November 2007

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607310, http://www.numdam.org/item?id=PS_2007__11__365_0, https://eudml.org/doc/104380

zbMATH Keywords

Malliavin calculusstochastic partial differential equationstwo-parameter processes

Mathematics Subject Classification ID

Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an infinite dimensional setting.

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Cites work

• Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients
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Cited in

(1)

• Non-elliptic SPDEs and ambit fields: existence of densities

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