Probability density for a hyperbolic SPDE with time dependent coefficients

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We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an infinite dimensional setting.
15 pages

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Probability, Analysis of PDEs, 60H07, 60H15, 60G60

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http://salesiana.dossiersoluciones.com/handle/123456789/114253

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0607310
 http://arxiv.org/abs/math/0607310

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arXiv