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Volumn 86, Issue 1, 2000, Pages 141-162

On a stochastic wave equation in two space dimensions: Regularity of the solution and its density

Author keywords

Gaussian noise; Malliavin calculus; Primary 60H15; Secondary 60H07; Stochastic partial differential equation; Wave equation

Indexed keywords


EID: 0001575528     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00090-3     Document Type: Article
Times cited : (27)

References (10)
  • 1
    • 0032327769 scopus 로고    scopus 로고
    • Malliavin calculus for white-noise driven parabolic SPDEs
    • Bally V., Pardoux E. Malliavin calculus for white-noise driven parabolic SPDEs. Potential Anal. 9:1998;27-64.
    • (1998) Potential Anal. , vol.9 , pp. 27-64
    • Bally, V.1    Pardoux, E.2
  • 2
    • 0007210750 scopus 로고    scopus 로고
    • Extending the martingale measure stochastic integrals to spatially homogeneous spde's
    • Dalang, R., 1999. Extending the martingale measure stochastic integrals to spatially homogeneous spde's. Electron. J. Probab. 4. http :// www.math.washington.edu /~ ejpecp / EjpVol4 / paper6.abs.html.
    • (1999) Electron. J. Probab. , vol.4
    • Dalang, R.1
  • 3
    • 0032355056 scopus 로고    scopus 로고
    • The stochastic wave equation in two spatial dimensions
    • Dalang R., Frangos N.E. The stochastic wave equation in two spatial dimensions. Ann. Probab. 26:1998;187-212.
    • (1998) Ann. Probab. , vol.26 , pp. 187-212
    • Dalang, R.1    Frangos, N.E.2
  • 5
    • 0033415166 scopus 로고    scopus 로고
    • A stochastic wave equation in two space dimensions: Smoothness of the law
    • Millet A., Sanz-Solé M. A stochastic wave equation in two space dimensions: smoothness of the law. Ann. Probab. 27:1999;803-844.
    • (1999) Ann. Probab. , vol.27 , pp. 803-844
    • Millet, A.1    Sanz-Solé, M.2
  • 6
    • 0042607865 scopus 로고    scopus 로고
    • Hölder and Besov regularity of the density for the solution of a white-noise driven parabolic SPDE
    • Morien P.L. Hölder and Besov regularity of the density for the solution of a white-noise driven parabolic SPDE. Bernoulli: Official J. Bernoulli Soc. 5(2):1999;275-298.
    • (1999) Bernoulli: Official J. Bernoulli Soc. , vol.5 , Issue.2 , pp. 275-298
    • Morien, P.L.1
  • 8
    • 0000343766 scopus 로고    scopus 로고
    • Analysis on the Wiener space and anticipating calculus. Ecole d'été de Probabilités de Saint-Flour
    • Springer, Berlin
    • Nualart, D., 1998. Analysis on the Wiener space and anticipating calculus. Ecole d'été de Probabilités de Saint-Flour, Lecture Notes in Math., Vol. 1690. Springer, Berlin, pp. 863-901.
    • (1998) Lecture Notes in Math. , vol.1690 , pp. 863-901
    • Nualart, D.1
  • 10
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations. Ecole d'été de Probabilités de Saint-Flour
    • Springer, Berlin
    • Walsh, J.B., 1986. An introduction to stochastic partial differential equations. Ecole d'été de Probabilités de Saint-Flour, Lecture Notes in Math., Vol. 1180. Springer, Berlin, pp. 266-437.
    • (1986) Lecture Notes in Math. , vol.1180 , pp. 266-437
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.