Articlegold2008

Regularity of the density for the stochastic heat equation

47 citations0/0 files storedElectronic Journal of Probability

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

Abstract

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with multiplicative white noise. Then we settle this question by proving that solutions to the linear equation have negative moments of all orders.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

2006An introduction to stochastic partial differential equations 1993White noise driven SPDEs with reflection 1998Malliavin Calculus for White Noise Driven Parabolic SPDEs 1993Absolute Continuity of the Law of the Solution of a Parabolic SPDE

Cited by

2021Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.