ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE

DOI10.1142/S0219025706002342MaRDI QIDQ5483412zbMATH OpenFDO

Authors David Márquez-Carrerasshort Notes

Publication date 14 August 2006

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusGaussian noiseasymptotics of densities

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Perturbations of PDEs on manifolds; asymptotics (58J37) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Behaviour of the density in perturbed SPDE's with spatially correlated noise
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
• Asymptotic behavior of the density in a parabolic SPDE
• Smoothness of the joint density for spatially homogeneous SPDEs

Cites work

• A stochastic wave equation in two space dimensions: smoothness of the law
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Behaviour of the density in perturbed SPDE's with spatially correlated noise
• Estimation of the density of the solution of the robust Zakaï equation
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.

Cited in

(7)

• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
• Stability and genericity for SPDE's driven by spatially correlated noise
• Behaviour of the density in perturbed SPDE's with spatially correlated noise
• Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
• On the density of systems of non-linear spatially homogeneous SPDEs
• Generalized fractional kinetic equations: another point of view

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