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

DOI10.1214/19-EJP363zbMath1427.60114arXiv1805.06936OpenAlexW2978120956MaRDI QIDQ2279299

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)

Related Items (5)

Central limit theorems for stochastic wave equations in dimensions one and two ⋮ Central limit theorems for heat equation with time-independent noise: The regular and rough cases ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index ⋮ Propagation of singularities for the stochastic wave equation ⋮ The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
• Multiparameter processes with stationary increments: spectral representation and integration
• Feynman-Kac formula for heat equation driven by fractional white noise
• The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
• Harmonic analysis of additive Lévy processes
• The Wiener integral with respect to second order processes with stationary increments
• Regularity of the density for the stochastic heat equation
• Random nonlinear wave equations: Smoothness of the solutions
• Malliavin calculus for white noise driven parabolic SPDEs
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• A stochastic wave equation in dimension 3: Smoothness of the law
• Nonlinear stochastic wave and heat equations
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• A stochastic wave equation in two space dimensions: smoothness of the law
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• A central limit theorem for the stochastic wave equation with fractional noise
• A central limit theorem for the stochastic heat equation
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
• The Cauchy problem for a nonlinear stochastic wave equation in any dimension
• Absolute continuity of the law of the solution of a parabolic SPDE
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Absolute continuity for SPDEs with irregular fundamental solution
• Regularity of the sample paths of a class of second-order SPDE's
• The Malliavin Calculus and Related Topics
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• Stochastic Partial Differential Equations with Levy Noise
• Measurable choice of limit points and the existence of separable and measurable processes
• Stationary random distributions

This page was built for publication: Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise