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Volumn 93, Issue 2, 2001, Pages 269-284

On stochastic partial differential equations with spatially correlated noise: Smoothness of the law

Author keywords

35R60; 60H15; Gaussian noise; Malliavin Calculus; Primary 60H05; Secondary 60H05; Stochastic partial differential equation; Wave and heat equation

Indexed keywords


EID: 18044399844     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00099-5     Document Type: Article
Times cited : (44)

References (13)
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    • On a stochastic wave equation in two space dimension: Regularity of the solution and its density.
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    • (2000) Stochastic Processes Appl. , vol.86 , Issue.1 , pp. 141-162
    • Millet, A.1    Morien, P.-L.2
  • 5
    • 0033415166 scopus 로고    scopus 로고
    • A stochastic wave equation in two space dimension: Smoothness of the law
    • Millet A., Sanz-Solé M. A stochastic wave equation in two space dimension: Smoothness of the law. Ann. Probab. 27(2):1999;803-844.
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  • 7
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    • École d'été de Probabilités de Saint Flour XXV
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    • Nualart, D.1
  • 8
    • 0031574567 scopus 로고    scopus 로고
    • Stochastic evolution equations with a spatially homogeneous Wiener process
    • Peszat S., Zabczyk J. Stochastic evolution equations with a spatially homogeneous Wiener process. Stochastic Processes Appl. 72:1997;187-204.
    • (1997) Stochastic Processes Appl. , vol.72 , pp. 187-204
    • Peszat, S.1    Zabczyk, J.2
  • 9
    • 0034389942 scopus 로고    scopus 로고
    • Nonlinear stochastic wave and heat equations
    • Peszat S., Zabczyk J. Nonlinear stochastic wave and heat equations. Probab. Theory Rel. Fields. 116:2000;421-443.
    • (2000) Probab. Theory Rel. Fields , vol.116 , pp. 421-443
    • Peszat, S.1    Zabczyk, J.2
  • 10
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    • The law of the solution to a nonlinear hyperbolic spde
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  • 11
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    • Path properties of a class of Gaussian processes with applications to spde's
    • Canadian Mathematical Society, in preparation
    • Sanz-Solé, M., Sarrà, M., 1999a. Path properties of a class of Gaussian processes with applications to spde's. Canadian Mathematical Society, Conference Proceedings honor of Sergio Albeverio, in preparation.
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  • 13
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    • École d'été de Probabilités de Saint Flour XIV
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    • Walsh, J.B., 1986. An introduction to stochastic partial differential equations. École d'été de Probabilités de Saint Flour XIV. Lecture Notes in Mathematics, Vol. 1180. Springer, Berlin, pp. 266-437.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.