ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE
DOI10.1142/S0219025706002342zbMATH Open1098.60049MaRDI QIDQ5483412FDOQ5483412
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)
Recommendations
- Behaviour of the density in perturbed SPDE's with spatially correlated noise
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- Asymptotic behavior of the density in a parabolic SPDE
- Smoothness of the joint density for spatially homogeneous SPDEs
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)
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
- On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
- Behaviour of the density in perturbed SPDE's with spatially correlated noise
- Estimation of the density of the solution of the robust Zakaï equation
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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