Title of article :
Small perturbations in a hyperbolic stochastic partial differential equation
Author/Authors :
A. and Mلrquez-Carreras، نويسنده , , David and Sanz-Solé، نويسنده , , Marta، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
22
From page :
133
To page :
154
Abstract :
We study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law of the solution to the equation obtained by perturbing the noise. Under unrestricted Hِrmanderʹs-type conditions on the coefficients, we establish Varadhanʹs estimates.
Keywords :
Stochastic partial differential equations , Malliavin Calculus , Density estimates , Large deviations
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576076
Link To Document :
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