Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations

Details Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations

2009-02-11

arxiv.org/abs/0902.1849v1

Mathematics

Probability

Scientific paper

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin and Viens. In particular, we deal with the one-dimensional stochastic heat equation in $[0,1]$ driven by the space-time white noise, and the stochastic heat and wave equations in $\mathbb{R}^d$ ($d\geq 1$ and $d\leq 3$, respectively) driven by a Gaussian noise which is white in time and has a general spatially homogeneous correlation.

Affiliated with

Also associated with

No associations

Rating

Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-487605