Márquez, David (Márquez Carreras)Sanz-Solé, Marta2011-03-082011-03-0819980610-0757https://hdl.handle.net/2445/16907We 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.17 p.application/pdfeng(c) Universitat de Barcelona, 1998Equacions integrals estocàstiquesCàlcul de MalliavinStochastic differential equationsMalliavin calculusinfo:eu-repo/semantics/article146424info:eu-repo/semantics/openAccess