Title of article
Small perturbations in a hyperbolic stochastic partial differential equation
Author/Authors
A. and Mلrquez-Carreras، نويسنده , , David and Sanz-Solé، نويسنده , , Marta، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
22
From page
133
To page
154
Abstract
We study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law of the solution to the equation obtained by perturbing the noise. Under unrestricted Hِrmanderʹs-type conditions on the coefficients, we establish Varadhanʹs estimates.
Keywords
Stochastic partial differential equations , Malliavin Calculus , Density estimates , Large deviations
Journal title
Stochastic Processes and their Applications
Serial Year
1997
Journal title
Stochastic Processes and their Applications
Record number
1576076
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