Probability density for a hyperbolic SPDE with time dependent coefficients
概率论
2007-05-23 v1 偏微分方程分析
摘要
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.
引用
@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}
}
备注
15 pages