Non-elliptic SPDEs and Ambit Fields: Existence of Densities

DOI10.1007/978-3-319-23425-0_5zbMath1336.60124arXiv1502.02386OpenAlexW2113401122MaRDI QIDQ2801792

André Süss, Marta Sanz-Solé

Publication date: 22 April 2016

Published in: Stochastics of Environmental and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.02386

zbMATH Keywords

stochastic partial differential equationsdensitiesstochastic integralstochastic wave equationLévy basisambit fields

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Related Items (3)

Hölder regularity of the densities for the Navier-Stokes equations with noise ⋮ A simple method for the existence of a density for stochastic evolutions with rough coefficients ⋮ Existence and Besov regularity of the density for a class of SDEs with Volterra noise

Cites Work

• Absolute continuity for some one-dimensional processes
• Integration by parts formula and applications to equations with jumps
• Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
• The non-linear stochastic wave equation in high dimensions
• Spectral representations of infinitely divisible processes
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• A stochastic wave equation in dimension 3: Smoothness of the law
• Coupling property and gradient estimates of Lévy processes via the symbol
• Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
• Existence of densities for the 3D Navier-Stokes equations driven by Gaussian noise

This page was built for publication: Non-elliptic SPDEs and Ambit Fields: Existence of Densities