Probability density for a hyperbolic SPDE with time dependent coefficients

Details Probability density for a hyperbolic SPDE with time dependent coefficients Probability density for a hyperbolic SPDE with time dependent coefficients

2006-07-13

arxiv.org/abs/math/0607310v1

Mathematics

Probability

15 pages

Scientific paper

We prove the existence and smoothness of density for the solution of a
hyperbolic SPDE with free term coefficients depending on time, under
hypoelliptic non degeneracy conditions. The result extends those proved in
Cattiaux and Mesnager, PTRF 2002, to an infinite dimensional setting.

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