Título: Regularity of the density for the stochastic heat equation
Autores: Mueller, Carl E; University of Rochester
Nualart, David; University of Kansas
Fecha: 2008-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: heat equation, white noise, Malliavin calculus, stochastic partial differential equations.
Primary, 60H15; Secondary, 60H07.
Descripción: We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with multiplicative white noise. Then we settle this question by proving that solutions to the linear equation have negative moments of all orders.
Idioma: No aplica

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