Absolute continuity for SPDEs with irregular fundamental solution
Probability
2015-03-25 v2
Abstract
For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point , and that the density belongs to some Besov space. The proof relies on the method developed in [Debussche-Romito, 2014]. The result can be applied to the solution of the stochastic wave equation with multiplicative noise, Lipschitz coefficients and any spatial dimension , and also to the heat equation. This provides an extension of the results proved in [Sanz-Sol\'e and S\"u\ss, 2013].
Keywords
Cite
@article{arxiv.1409.8031,
title = {Absolute continuity for SPDEs with irregular fundamental solution},
author = {Marta Sanz-Solé and André Süß},
journal= {arXiv preprint arXiv:1409.8031},
year = {2015}
}
Comments
12 pages