Absolute continuity for SPDEs with irregular fundamental solution

DOI10.1214/ECP.V20-3831MaRDI QIDQ2517239zbMATH OpenOpenAlexFDO

Authors Marta Sanz-Solé, André Süss

Publication date 17 August 2015

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

Full work available at URL https://arxiv.org/abs/1409.8031

zbMATH Keywords

absolute continuitydensitiesirregular fundamental solutionstochastic partial differential equationsstochastic wave equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Abstract: For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space. The proof relies on the method developed in [Debussche-Romito, 2014]. The result can be applied to the solution of the stochastic wave equation with multiplicative noise, Lipschitz coefficients and any spatial dimension $dge1$, and also to the heat equation. This provides an extension of the results proved in [Sanz-Sol'e and S"uss, 2013].

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Cited in

(22)

• A simple method for the existence of a density for stochastic evolutions with rough coefficients
• Regularity of the mild solution of a parabolic equation with stochastic measure
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
• Absolute continuity of the solution to the stochastic Burgers equation
• Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
• Dense blowup for parabolic SPDEs
• Existence and Besov regularity of the density for a class of SDEs with Volterra noise
• Absolute continuity of the law of the solution of a parabolic SPDE
• Convergence and regularity of probability laws by using an interpolation method
• Hölder regularity of the densities for the Navier-Stokes equations with noise
• The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
• SPDEs with pseudodifferential generators: the existence of a density
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
• Wave equation in the plane driven by a general stochastic measure
• Absolute continuity of the law for solutions of stochastic differential equations with boundary noise
• Uniqueness and absolute continuity for semilinear SPDE's
• Optimal regularity of SPDEs with additive noise
• Absolute continuity of the solution to stochastic generalized Burgers-Huxley equation
• Joint continuity of the solutions to a class of nonlinear SPDEs

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