On the density of systems of non-linear spatially homogeneous SPDEs

DOI10.1080/17442508.2011.653567zbMath1293.60066arXiv0908.4587OpenAlexW1976572680MaRDI QIDQ5411894

Eulalia Nualart

Publication date: 25 April 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.4587

zbMATH Keywords

Malliavin calculusGaussian noisenonlinear stochastic partial differential equationsspatially homogeneousstrict positivity of the density

Mathematics Subject Classification ID

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

Related Items (6)

Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation ⋮ Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\) ⋮ Hitting probabilities for nonlinear systems of stochastic waves ⋮ Optimal regularity of SPDEs with additive noise ⋮ Smoothness of the joint density for spatially homogeneous SPDEs ⋮ Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise

Cites Work

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• OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE
• The Malliavin Calculus and Related Topics
• Positivity of the density for the stochastic wave equation in two spatial dimensions
• Cahn-Hilliard stochastic equation: Strict positivity of the density
• Strict positivity of the density for a poisson driven S.D.E

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