On the density of the supremum of the solution to the linear stochastic heat equation

DOI10.1007/s40072-019-00151-9zbMath1456.60158arXiv1812.05310OpenAlexW2976576572WikidataQ114219594 ScholiaQ114219594MaRDI QIDQ2219497

Fei Pu, Robert C. Dalang

Publication date: 20 January 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.05310

zbMATH Keywords

Malliavin calculusBrownian sheetprobability density functionstochastic heat equationMalliavin derivativedivergence operatorGaussian-type upper boundsupremum of a Gaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Uses Software

• DLMF

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