The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation

Bernoulli

Volumn 5, Issue 2, 1999, Pages 275-298

  Morien, Pierre Luc ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Besov spaces; Malliavin calculus; Parabolic SPDEs

Indexed keywords

EID: 0042607865     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318436     Document Type: Article

References (8)

1. Bally, V., Gyongy, I. and Pardoux, E. (1994) White-noise driven parabolic SPDEs with measurable drift. J. Funct. Anal., 120, 484-510.
2. Bally, V., Millet, A. and Sanz-Solé, M. (1995) Approximation and support theorem in Hölder norm for parabolic SPDE's. Ann. Probab., 23, 178-222.
3. Bally, V. and Pardoux E. (1998) Malliavin calculus for white-noise driven parabolic SPDEs. Potential Analysis, 9, pp 27-64.
4. Bergh, J. and Löfström, J. (1986) Interpolation Spaces: an Introduction. Berlin: Springer-Verlag.
5. Friedman, A. (1964) Partial Differential Equations of Parabolic Type. Englewood Cliffs, NJ: Prentice-Hall.
6. Nualart, D. (1995) Malliavin Calculus and Related Fields. Berlin: Springer-Verlag.
7. Nualart, D. and Sanz, M. (1985) Malliavin calculus for two-parameter Wiener functionals. Z. Wahrscheinlichkeitstheorie Verw. Geb., 70, 573-590.
8. Walsh, J.B. (1986) An introduction to stochastic partial differential equations. Ecole d'été de Probabilités de Saint-Flour, pp. 266-437, Lecture Notes Math. 1180. Berlin: Springer-Verlag.