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http://hdl.handle.net/2445/16907
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DC Field | Value | Language |
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dc.contributor.author | Márquez, David (Márquez Carreras) | cat |
dc.contributor.author | Sanz-Solé, Marta | cat |
dc.date.accessioned | 2011-03-08T09:48:54Z | - |
dc.date.available | 2011-03-08T09:48:54Z | - |
dc.date.issued | 1998 | - |
dc.identifier.issn | 0610-0757 | - |
dc.identifier.uri | http://hdl.handle.net/2445/16907 | - |
dc.description.abstract | We prove a general result on asymptotic expansions of densities for families of perturbed Wiener functionals. As an application, we consider a stochastic heat equation driven by a space-time white noise εW˙ t,x, ε ∈ (0, 1]. The main theorem describes the asymptotics, as ε ↓ 0, of the density pε t,x(y) of the solution at a fixed point (t, x) for some particular value y ∈ R, which, in the diffusion case, plays the role of the diagonal. | - |
dc.format.extent | 17 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Universitat de Barcelona | cat |
dc.relation.isformatof | Reproducció del document publicat a: http://www.collectanea.ub.edu/index.php/Collectanea/article/view/3949/4789 | cat |
dc.relation.ispartof | Collectanea Mathematica, 1998, vol. 49, num. 2-3, p. 399-415 | cat |
dc.rights | (c) Universitat de Barcelona, 1998 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Equacions integrals estocàstiques | cat |
dc.subject.classification | Càlcul de Malliavin | cat |
dc.subject.other | Stochastic differential equations | eng |
dc.subject.other | Malliavin calculus | eng |
dc.title | Taylor expansion of the density in a stochastic heat equation | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 146424 | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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146424.pdf | 150.76 kB | Adobe PDF | View/Open |
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