Analysis of the density of the solution to a semilinear SPDE with fractional noise

DOI10.1080/17442508.2016.1177056zbMath1352.60089OpenAlexW2498168164MaRDI QIDQ2833711

Ciprian A. Tudor, Jun-Feng Liu

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1177056

zbMATH Keywords

Malliavin calculusstochastic partial differential equationssmoothnessfractional noiseGaussian density estimates

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Density estimates for solutions of stochastic functional differential equations ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ Generalized Anderson model with time-space multiplicative fractional noise ⋮ A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator ⋮ Density estimates and central limit theorem for the functional of fractional SDEs

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