The law of the solution to a nonlinear hyperbolic SPDE
From MaRDI portal
Publication:1356611
DOI10.1007/BF02214255zbMath0878.60040OpenAlexW2064318106MaRDI QIDQ1356611
Carles Rovira, Marta Sanz-Solé
Publication date: 18 December 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02214255
Malliavin calculuslarge deviationshyperbolic stochastic partial differential equationsstrong and weak solution
Related Items
Time-reversal in hyperbolic s. p. d. e. 's, Large deviations for a Burgers'-type SPDE, On stochastic partial differential equations with spatially correlated noise: smoothness of the law., Large deviations for stochastic nonlinear beam equations, Varadhan–Léandre estimates for a family of random vectors, Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\), Strassen's law of the iterated logarithm for stochastic Volterra equations and applications, Small perturbations in a hyperbolic stochastic partial differential equation, Density bounds for solutions to differential equations driven by Gaussian rough paths, The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations, A stochastic telegraph equation from the six-vertex model, Unnamed Item, Deviation probability bounds for fractional martingales and related remarks, Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles, Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation., Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density, Stochastic volterra equations in the plane: smoothness of the law, A stochastic wave equation in two space dimensions: smoothness of the law, Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic differential equations on the plane: Smoothness of the solution
- Existence of strong solutions for stochastic differential equations in the plane
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for a class of anticipating stochastic differential equations
- Stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
- Malliavin calculus for white noise driven parabolic SPDEs
- Twisted sheets
- Nonlinear stochastic integral equations in the plane
- Malliavin calculus for two-parameter Wiener functionals