Density estimates on a parabolic spde
We consider a general class of parabolic spde's ∂uε t,x ∂t = ∂2uε t,x ∂x2 + ∂ ∂x g(uε t,x) + f(uε t,x) + εσ(uε t,x)W˙ t,x, with (t, x) ∈ [0, T] × [0, 1] and εW˙ t,x, ε > 0, a perturbed Gaussian space-time white noise. For (t, x) ∈ (0, T] × (0, 1) we prove the called Davies and Varadhan-L´ean...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2002 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/132425 |
| Acceso en línea: | https://hdl.handle.net/2445/132425 |
| Access Level: | acceso abierto |
| Palabra clave: | Equacions diferencials parcials estocàstiques Stochastic partial differential equations |
| Sumario: | We consider a general class of parabolic spde's ∂uε t,x ∂t = ∂2uε t,x ∂x2 + ∂ ∂x g(uε t,x) + f(uε t,x) + εσ(uε t,x)W˙ t,x, with (t, x) ∈ [0, T] × [0, 1] and εW˙ t,x, ε > 0, a perturbed Gaussian space-time white noise. For (t, x) ∈ (0, T] × (0, 1) we prove the called Davies and Varadhan-L´eandre estimates of the density pε t,x of the solution uε t,x. |
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