ABSOLUTE CONTINUITY OF THE LAW OF THE SOLUTION OF A PARABOLIC SPDE

被引：30

作者：

PARDOUX, E ^{[1
]}

ZHANG, TS ^{[1
]}

机构：

[1] UNIV OSLO,DEPT MATH,N-0316 OSLO 3,NORWAY

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 1993年 / 112卷 / 02期

关键词：

D O I：

10.1006/jfan.1993.1040

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let (u(t, x); t ≥ 0, 0 < x < 1) denote the solution of a white noise driven parabolic stochastic partial differential equation with Dirichlet boundary conditions. Using Malliavin′s calculus, we give a necessary and sufficient condition for the law of the r.v. u(t, x) to a possess a density. © 1993 Academic Press Inc.

引用

页码：447 / 458

页数：12

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