• Title of article

    Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations

  • Author/Authors

    Nualart، نويسنده , , David and Quer-Sardanyons، نويسنده , , Lluيs، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    25
  • From page
    3914
  • To page
    3938
  • Abstract
    In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin and Viens in [17]. In particular, we deal with the one-dimensional stochastic heat equation in [0, 1] driven by the space-time white noise, and the stochastic heat and wave equations in R d ( d ≥ 1 and d ≤ 3 , respectively) driven by a Gaussian noise which is white in time and has a general spatially homogeneous correlation.
  • Keywords
    Gaussian bounds , Malliavin Calculus , Spatially homogeneous Gaussian noise , Stochastic partial differential equations
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578218