Title of article
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation
Author/Authors
L. Quer-Sardanyons، نويسنده , , M. Sanz-Solé، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
32
From page
1
To page
32
Abstract
We present new results regarding the existence of density of the real-valued solution to a 3-dimensional stochastic wave equation. The noise is white in time and with a spatially homogeneous correlation whose spectral measure μ satisfies that ∫R3μ(dξ)(1+|ξ|2)−η<∞, for some η∈(0,12). Our approach is based on the mild formulation of the equation given by means of Dalangʹs extended version of Walshʹs stochastic integration; we use the tools of Malliavin calculus. Let S3 be the fundamental solution to the 3-dimensional wave equation. The assumption on the noise yields upper and lower bounds for the integral ∫0tds∫R3μ(dξ)|FS3(s)(ξ)|2 and upper bounds for ∫0tds∫R3μ(dξ)|ξ||FS3(s)(ξ)|2 in terms of powers of t. These estimates are crucial in the analysis of the Malliavin variance, which can be done by a comparison procedure with respect to smooth approximations of the distribution-valued function S3(t) obtained by convolution with an approximation of the identity.
Keywords
Malliavin Calculus , Stochastic partial differential equations , Wave equation
Journal title
Journal of Functional Analysis
Serial Year
2004
Journal title
Journal of Functional Analysis
Record number
761697
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