Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise

DOI10.1214/19-EJP363MaRDI QIDQ2279299zbMATHOpenAlexFDO

Authors Yanyan Li

Publication date 12 December 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.06936

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsGaussian noise

Mathematics Subject Classification ID

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

Abstract: In this article, we consider the stochastic wave equation on $mathbb{R}_{+}imesmathbbR$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally integrable functions $gamma$ (in time) and $f$ (in space), which are the Fourier transforms of tempered measures $u$ on $mathbbR$, respectively $mu$ on $mathbbR$. Our main result shows that the law of the solution $u(t,x)$ of this equation is absolutely continuous with respect to the Lebesgue measure.

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Cited in

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