Non-elliptic SPDEs and Ambit Fields: Existence of Densities

DOI10.1007/978-3-319-23425-0_5zbMath1336.60124arXiv1502.02386OpenAlexW2113401122MaRDI QIDQ2801792

André Süss, Marta Sanz-Solé

Publication date: 22 April 2016

Published in: Stochastics of Environmental and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.02386

zbMATH Keywords

stochastic partial differential equationsdensitiesstochastic integralstochastic wave equationLévy basisambit fields

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Related Items

Hölder regularity of the densities for the Navier-Stokes equations with noise, A simple method for the existence of a density for stochastic evolutions with rough coefficients, Existence and Besov regularity of the density for a class of SDEs with Volterra noise

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