首页 | 本学科首页   官方微博 | 高级检索  
     检索      


The law of the solution to a nonlinear hyperbolicSPDE
Authors:Carles Rovira  Marta Sanz-Solé
Institution:(1) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via, 585, 08007 Barcelona, Spain
Abstract:Let { 
$$\dot W$$
s,t ,(s,tisinRopf + 2 } be a white noise on Ropf + 2 . We consider the hyperbolic stochastic partial differential equation {ie863-3} The purpose of this paper is to study the law of the solution to this equation. We analyze the existence and smoothness of the density using the tools of Malliavin Calculus. Finally we prove a large deviation principle on the space of continuous functions, for the family of probabilities obtained by perturbation of the noise in the equation.This work has been partially supported by the grant of the DGICYT No. PB 930052 and the EU Science project CT 910459.
Keywords:HyperbolicSPDE's  strong and weak solution  Malliavin calculus  large deviations
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号