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
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