Existence and smoothness of the density for spatially homogeneous SPDEs

DOI10.1007/s11118-007-9055-3zbMath1133.60029arXivmath/0702312OpenAlexW1983155398MaRDI QIDQ2385208

David Nualart, Lluís Quer-Sardanyons

Publication date: 11 October 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702312

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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Cites Work

• Random nonlinear wave equations: Smoothness of the solutions
• Dirichlet forms and analysis on Wiener space
• 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
• 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.
• The Cauchy problem for a nonlinear stochastic wave equation in any dimension
• The Malliavin Calculus and Related Topics
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Stochastic Equations in Infinite Dimensions

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