English

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 (t,x)(t,x), 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 d1d\ge 1, 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

R2 v1 2026-06-22T06:08:03.367Z