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

DOI10.1214/19-EJP363zbMATH Open1427.60114arXiv1805.06936OpenAlexW2978120956MaRDI QIDQ2279299FDOQ2279299

Authors: Yanyan Li 

Publication date: 12 December 2019

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

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.

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

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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)

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Cited In (11)

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