ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE

DOI10.1142/S0219025706002342zbMath1098.60049MaRDI QIDQ5483412

David Márquez-Carrerasshort Notes

Publication date: 14 August 2006

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

zbMATH Keywords

Malliavin calculusGaussian noiseasymptotics of densities

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items (1)

Generalized fractional kinetic equations: another point of view

Cites Work

• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Behaviour of the density in perturbed SPDE's with spatially correlated noise
• A stochastic wave equation in two space dimensions: smoothness of the law
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Estimation of the density of the solution of the robust Zakaï equation

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