Absolute continuity of the law of the solution of a parabolic SPDE

DOI10.1006/jfan.1993.1040zbMath0777.60046OpenAlexW2053643686MaRDI QIDQ2367705

Tu-Sheng Zhang, Etienne Pardoux

Publication date: 18 August 1993

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1993.1040

zbMATH Keywords

Malliavin calculusstochastic partial differential equationDirichlet condition

Mathematics Subject Classification ID

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

Related Items (14)

Malliavin calculus for parabolic SPDEs with jumps. ⋮ On nondegenerate quasilinear stochastic partial differential equations ⋮ Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients ⋮ Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation ⋮ Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis ⋮ The high-order SPDEs driven by multi-parameter fractional noises ⋮ Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs ⋮ Absolute continuity for some one-dimensional processes ⋮ Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Quasi-sure limit theorem of parabolic stochastic partial differential equations ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise ⋮ Parabolic SPDEs driven by Poisson white noise ⋮ Differentiable measures and the Malliavin calculus

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