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

DOI10.1016/j.spa.2009.09.001zbMath1190.60041arXiv0902.1849OpenAlexW2127502784MaRDI QIDQ1041055

Lluís Quer-Sardanyons, David Nualart

Publication date: 27 November 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.1849

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsspatially homogeneous Gaussian noiseGaussian density bounds

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (16)

Solving a nonlinear fractional stochastic partial differential equation with fractional noise ⋮ Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions ⋮ Density estimates for solutions of stochastic functional differential equations ⋮ On a class of stochastic fractional kinetic equation with fractional noise ⋮ Density estimates for solutions to one dimensional backward SDE's ⋮ On a nonlinear stochastic pseudo-differential equation driven by fractional noise ⋮ Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations ⋮ The density of solutions to multifractional stochastic Volterra integro-differential equations ⋮ Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension ⋮ OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE ⋮ Gaussian estimates for the solutions of some one-dimensional stochastic equations ⋮ On the density of systems of non-linear spatially homogeneous SPDEs ⋮ The transport equation and zero quadratic variation processes ⋮ The wavelet transform for Wiener functionals and some applications ⋮ Density for solutions to stochastic differential equations with unbounded drift ⋮ The density of the solution to the stochastic transport equation with fractional noise

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