Asymptotic behavior of the density in a parabolic SPDE

DOI10.1023/A:1011163714298zbMath0991.60050OpenAlexW3123669817MaRDI QIDQ5939309

Marta Sanz-Solé, David Márquez-Carreras, Arturo Kohatsu-Higa

Publication date: 14 August 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011163714298

zbMATH Keywords

Malliavin calculuslarge deviationsparabolic stochastic partial differential equationsasymptotics of densities

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

This page was built for publication: Asymptotic behavior of the density in a parabolic SPDE