Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/23364
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Márquez, David (Márquez Carreras) | cat |
dc.contributor.author | Sanz-Solé, Marta | cat |
dc.date.accessioned | 2012-04-10T08:20:23Z | - |
dc.date.available | 2012-04-10T08:20:23Z | - |
dc.date.issued | 1999 | - |
dc.identifier.issn | 1350-7265 | - |
dc.identifier.uri | http://hdl.handle.net/2445/23364 | - |
dc.description.abstract | We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decomposition Fε=y+∑∞n=1εnIn(fn), ε∈(0,1]. Using Malliavin calculus, a precise description of the coefficients in the development in terms of the multiple integrals In(fn) is provided. This general result is applied to the study of the density in two examples of hyperbolic stochastic partial differential equations with linear coefficients, where the driving noise has been perturbed by a coefficient ε. | - |
dc.format.extent | 18 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | - |
dc.relation.isformatof | Reproducció del document publicat a: https://projecteuclid.org/euclid.bj/1173147906 | - |
dc.relation.ispartof | Bernoulli, 1999, vol. 5, núm. 2, p. 257-274 | - |
dc.relation.uri | https://projecteuclid.org/euclid.bj/1173147906 | - |
dc.rights | (c) ISI/BS, International Statistical Institute, Bernoulli Society, 1999 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Equacions diferencials estocàstiques | cat |
dc.subject.classification | Càlcul de Malliavin | cat |
dc.subject.classification | Probabilitats | eng |
dc.subject.other | Malliavin calculus | eng |
dc.subject.other | Probabilities | eng |
dc.subject.other | Stochastic differential equations | eng |
dc.title | Expansion of the density: a Wiener-chaos approach | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 142946 | - |
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 | |
---|---|---|---|---|
142946.pdf | 323.95 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.