Small perturbations in a hyperbolic stochastic partial differential equation

DOI10.1016/S0304-4149(96)00023-3zbMath0890.60057WikidataQ115339246 ScholiaQ115339246MaRDI QIDQ1382559

Marta Sanz-Solé, David Márquez-Carreras

Publication date: 29 March 1998

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

zbMATH Keywords

Malliavin calculuslarge deviationshyperbolic stochastic partial differential equationsdensity estimates

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Varadhan–Léandre estimates for a family of random vectors ⋮ Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. ⋮ Stochastic volterra equations in the plane: smoothness of the law ⋮ Small stochastic perturbations in a general fractional kinetic equation ⋮ Stochastic delay equations with hereditary drift: Estimates of the density

Cites Work

• Exponential decay of the heat kernel over the diagonal. II
• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
• The law of the solution to a nonlinear hyperbolic SPDE
• Twisted sheets
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