کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155897 958782 2009 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
چکیده انگلیسی

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin and Viens in [17]. In particular, we deal with the one-dimensional stochastic heat equation in [0, 1] driven by the space-time white noise, and the stochastic heat and wave equations in RdRd (d≥1d≥1 and d≤3d≤3, respectively) driven by a Gaussian noise which is white in time and has a general spatially homogeneous correlation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 11, November 2009, Pages 3914–3938
نویسندگان
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