Smoothness of the joint density for spatially homogeneous SPDEs

DOI10.2969/JMSJ/06741605zbMATH Open1334.60111arXiv1410.1581OpenAlexW2962840986MaRDI QIDQ904201FDOQ904201

Authors: Yaozhong Hu, Jingyu Huang, Xiaobin Sun, David Nualart 

Publication date: 12 January 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Abstract: In this paper we consider a general class of second order stochastic partial differential equations on $mathbb{R}^d$ driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of Malliavin calculus we derive the smoothness of the density of the solution at a fixed number of points $(t,x_1),dots,(t,x_n)$, $t>0$, assuming some suitable regularity and non degeneracy assumptions. We also prove that the density is strictly positive in the interior of the support of the law.

Full work available at URL: https://arxiv.org/abs/1410.1581

Recommendations

• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Smoothness of the functional law generated by a nonlinear SPDE
• On the density of systems of non-linear spatially homogeneous SPDEs
• Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density

zbMATH Keywords

Malliavin calculusstochastic partial differential equationssmoothnessjoint densitystrict positivityspatially homogeneous covariances

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• The Malliavin Calculus and Related Topics
• Modern Fourier Analysis
• Title not available (Why is that?)
• Stochastic integrals for SPDEs: a comparison
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• A stochastic wave equation in two space dimensions: smoothness of the law
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• Harmonic analysis of additive Lévy processes
• On Hölder continuity of the solution of stochastic wave equations in dimension three
• Malliavin calculus for white noise driven parabolic SPDEs
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
• On the density of systems of non-linear spatially homogeneous SPDEs
• A stochastic wave equation in dimension 3: Smoothness of the law
• Positivity of the density for the stochastic wave equation in two spatial dimensions

Cited In (16)

• Optimal regularity of SPDEs with additive noise
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• Joint continuity of the solutions to a class of nonlinear SPDEs
• Probability density for a hyperbolic SPDE with time dependent coefficients
• Smooth density for a class of fractional SPDE with fractional noise
• ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE
• Smoothness of the functional law generated by a nonlinear SPDE
• Analysis of the density of the solution to a semilinear SPDE with fractional noise
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
• Gaussian upper density estimates for spatially homogeneous SPDEs
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• Non-elliptic SPDEs and ambit fields: existence of densities
• Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
• Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises

This page was built for publication: Smoothness of the joint density for spatially homogeneous SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904201)