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http://hdl.handle.net/2445/132425
Title: | Density estimates on a parabolic spde |
Author: | Márquez, David (Márquez Carreras) Mellouk, M. |
Keywords: | Equacions diferencials parcials estocàstiques Stochastic partial differential equations |
Issue Date: | 2002 |
Publisher: | Universitat Autònoma de Barcelona |
Abstract: | 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. |
Note: | Reproducció del document publicat a: https://doi.org/10.5565/PUBLMAT_46102_05 |
It is part of: | Publicacions Matemàtiques, 2002, vol. 46, num. 1, p. 77-96 |
URI: | http://hdl.handle.net/2445/132425 |
Related resource: | https://doi.org/10.5565/PUBLMAT_46102_05 |
ISSN: | 0214-1493 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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