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

DOI10.1016/j.spa.2009.09.001zbMath1190.60041arXiv0902.1849MaRDI QIDQ1041055

Lluís Quer-Sardanyons, David Nualart

Publication date: 27 November 2009

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

Full work available at URL: https://arxiv.org/abs/0902.1849

zbMATH Keywords

Malliavin calculus; stochastic partial differential equations; spatially homogeneous Gaussian noise; Gaussian density bounds

Mathematics Subject Classification ID

60G15: Gaussian processes

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

On a nonlinear stochastic pseudo-differential equation driven by fractional noise, On the density of systems of non-linear spatially homogeneous SPDEs, Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations, Solving a nonlinear fractional stochastic partial differential equation with fractional noise, Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions, Gaussian estimates for the solutions of some one-dimensional stochastic equations, Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension, The transport equation and zero quadratic variation processes, The density of solutions to multifractional stochastic Volterra integro-differential equations, Density estimates for solutions to one dimensional backward SDE's, Density estimates for solutions of stochastic functional differential equations, On a class of stochastic fractional kinetic equation with fractional noise, Density for solutions to stochastic differential equations with unbounded drift, The density of the solution to the stochastic transport equation with fractional noise, The wavelet transform for Wiener functionals and some applications, OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stein's method on Wiener chaos
• Lower bounds for the density of locally elliptic Itô processes
• Density minoration of a strongly non-degenerated random variable
• Density formula and concentration inequalities with Malliavin calculus
• Malliavin calculus for white noise driven parabolic SPDEs
• The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• White noise driven parabolic SPDEs with measurable drift
• Lower bounds for densities of uniformly elliptic random variables on Wiener space
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• Exponential divergence estimates and heat kernel tail.
• A stochastic wave equation in dimension 3: Smoothness of the law
• A stochastic wave equation in two space dimensions: smoothness of the law
• Potential theory for hyperbolic SPDEs.
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• The Malliavin Calculus and Related Topics