Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension

DOI10.1016/j.spa.2011.08.013zbMath1246.60089arXiv1010.2155OpenAlexW1970946682MaRDI QIDQ655331

Lluís Quer-Sardanyons, Eulalia Nualart

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2155

zbMATH Keywords

Malliavin calculusstochastic heat equationspatially homogeneous Gaussian noiseGaussian density estimates

Mathematics Subject Classification ID

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

Related Items (9)

Density analysis of BSDEs ⋮ Approximations for a solution to stochastic heat equation with stable noise ⋮ Positivity and lower bounds for the density of Wiener functionals ⋮ Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes ⋮ Heat equation in a multidimensional domain with a general stochastic measure ⋮ Moderate deviations for a stochastic heat equation with spatially correlated noise ⋮ Density analysis of non-Markovian BSDEs and applications to biology and finance ⋮ On the density of systems of non-linear spatially homogeneous SPDEs ⋮ Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise

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