On the density for the solution of a Burgers-type SPDE

DOI10.1016/S0246-0203(99)00102-8zbMath0935.60046MaRDI QIDQ1304921

Pierre-Luc Morien

Publication date: 9 May 2000

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_4_459_0

zbMATH Keywords

Malliavin calculusdensitystochastic Burgers equationGreen kernelparabolic stochastic partial differential equation

Mathematics Subject Classification ID

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

Related Items (8)

THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY ⋮ Cahn-Hilliard stochastic equation: Strict positivity of the density ⋮ Absolute continuity of the solution to the stochastic Burgers equation ⋮ Averaging principle for semilinear stochastic partial differential equations involving space-time white noise ⋮ Burgers' system with a fractional Brownian random force ⋮ Absolute continuity of the law for the two dimensional stochastic Navier-Stokes equations ⋮ Pathwise analysis and parameter estimation for the stochastic Burgers equation ⋮ Moderate deviations for a stochastic Burgers equation

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