Existence and regularity of the density for solutions of stochastic differential equations with boundary noise

DOI10.1142/S0219025716500077zbMath1335.60104OpenAlexW2301667884MaRDI QIDQ2797890

Stefano Bonaccorsi, Margherita Zanella

Publication date: 1 April 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025716500077

zbMATH Keywords

regularityfractional Brownian motionBrownian motionMalliavin calculusstochastic differential equationsdensityboundary noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Absolute continuity of the law for solutions of stochastic differential equations with boundary noise

Cites Work

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• Stochastic partial differential equations with Dirichlet white-noise boundary conditions
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Multidimensional reaction-diffusion equations with white noise boundary perturbations
• The Malliavin Calculus and Related Topics
• STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
• A Stochastic Parabolic Equation with Nonlinear Flux on the Boundary Driven by a Gaussian Noise

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