Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs

DOI10.1016/S0304-4149(97)00041-0MaRDI QIDQ1275944zbMATH OpenOpenAlexFDO

Authors Pierre-Luc Morien

Publication date 14 January 1999

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

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00041-0

zbMATH Keywords

Malliavin calculusparabolic stochastic partial differential equationsweakly interacting SDEs

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Malliavin calculus for white noise driven parabolic SPDEs
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Propagation of chaos and fluction for a system of weakly interacting white noise driven parabolic spde's
• Semimartingales: A course on stochastic processes
• The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
• White noise driven parabolic SPDEs with measurable drift

Cited in

(6)

• Convergence and regularity of probability laws by using an interpolation method
• Density estimates on a parabolic SPDE
• Malliavin calculus for parabolic SPDEs with jumps.
• scientific article; zbMATH DE number 3778468 (Why is no real title available?)
• Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs

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