Probability density for a hyperbolic SPDE with time dependent coefficients
Probability
2007-05-23 v1 Analysis of PDEs
Abstract
We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an infinite dimensional setting.
Keywords
Cite
@article{arxiv.math/0607310,
title = {Probability density for a hyperbolic SPDE with time dependent coefficients},
author = {Marta Sanz-Solé and Iván Torrecilla-Tarantino},
journal= {arXiv preprint arXiv:math/0607310},
year = {2007}
}
Comments
15 pages