Cahn-Hilliard stochastic equation: existence of the solution and of its density

被引:82
作者
Cardon-Weber, C [1 ]
机构
[1] Univ Paris 06, CNRS, UMR 7599, Lab Probabil & Modeles Aleatoires, F-75252 Paris 05, France
关键词
Cahn-Hilliard equation; Green function; Malliavin calculus; stochastic partial differential equations;
D O I
10.2307/3318542
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show the existence and uniqueness of a function-valued process solution to the stochastic Cahn-Hilliard equation driven by space-time white noise with a nonlinear diffusion coefficient. Then we show that the solution is locally differentiable in the sense of the Malliavin calculus, and, under some non-degeneracy condition on the diffusion coefficient, that the law of the solution is absolutely continuous with respect to Lebesgue measure.
引用
收藏
页码:777 / 816
页数:40
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