- Tytuł:
- SPDEs with pseudodifferential generators: the existence of a density
- Autorzy:
- Tindel, Samy
- Powiązania:
- https://bibliotekanauki.pl/articles/1208166.pdf
- Data publikacji:
- 2000
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
pseudodifferential operators
stochastic partial differential equations
Malliavin's calculus - Opis:
- We consider the equation du(t,x)=Lu(t,x)+b(u(t,x))dtdx+σ(u(t,x))dW(t,x) where t belongs to a real interval [0,T], x belongs to an open (not necessarily bounded) domain $\mathcal O$, and L is a pseudodifferential operator. We show that under sufficient smoothness and nondegeneracy conditions on L, the law of the solution u(t,x) at a fixed point $(t,x)\in [0,T] \times \mathcal O$ is absolutely continuous with respect to the Lebesgue measure.
- Źródło:
-
Applicationes Mathematicae; 2000, 27, 3; 287-308
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł