Asymptotic Behavior of the Density in a Parabolic SPDE

Journal of Theoretical Probability

Volumn 14, Issue 2, 2001, Pages 427-462

  Kohatsu Higa, A ^a   Marquez Carreras D ^b   Sanz Sole M ^b  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Asymptotics of densities; Large deviations; Malliavin calculus; Parabolic stochastic partial differential equations; Stochastic integration by parts formula

Indexed keywords

EID: 0035632193     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011163714298     Document Type: Article

References (22)

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