Absolute continuity of the law of the solution of a parabolic SPDE

DOI10.1006/JFAN.1993.1040zbMATH Open0777.60046OpenAlexW2053643686MaRDI QIDQ2367705FDOQ2367705

Authors: Etienne Pardoux, Tu-Sheng Zhang 

Publication date: 18 August 1993

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1993.1040

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zbMATH Keywords

Malliavin calculusstochastic partial differential equationDirichlet condition

Mathematics Subject Classification ID

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

Cited In (28)

• SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
• Absolute continuity for some one-dimensional processes
• Absolute continuity for SPDEs with irregular fundamental solution
• Quasi-sure limit theorem of parabolic stochastic partial differential equations
• Malliavin calculus for parabolic SPDEs with jumps.
• The high-order SPDEs driven by multi-parameter fractional noises
• Absolute continuity of the solution to stochastic generalized Burgers-Huxley equation
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
• White noise driven parabolic SPDEs with measurable drift
• Uniqueness and absolute continuity for semilinear SPDE's
• Differentiability in infinite dimension and the Malliavin calculus
• On the law of the minimum in a class of unidimensional SDEs
• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
• Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
• Differentiable measures and the Malliavin calculus
• Title not available (Why is that?)
• Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• Smoothness of the functional law generated by a nonlinear SPDE
• The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
• Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
• Parabolic SPDEs driven by Poisson white noise
• Absolute continuity of the law for solutions of stochastic differential equations with boundary noise
• Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
• On nondegenerate quasilinear stochastic partial differential equations
• SPDEs with pseudodifferential generators: the existence of a density

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