Cahn-Hilliard stochastic equation: Strict positivity of the density
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Publication:4542933
DOI10.1080/10451120290019195zbMath1002.60050MaRDI QIDQ4542933
Publication date: 1 January 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120290019195
stochastic partial differential equations; Cahn-Hilliard equation; white noise; stochastic calculus of variations
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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Cites Work
- Malliavin calculus for white noise driven parabolic SPDEs
- On the density for the solution of a Burgers-type SPDE
- Existence and uniqueness results for semilinear stochastic partial differential equations
- The Malliavin Calculus and Related Topics
- Stochastic Cahn-Hilliard equation
- Strict positivity of the density for a poisson driven S.D.E
- Cahn-Hilliard stochastic equation: Existence of the solution and of its density