The law of the solution to a nonlinear hyperbolicSPDE |
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Authors: | Carles Rovira Marta Sanz-Solé |
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Institution: | (1) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via, 585, 08007 Barcelona, Spain |
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Abstract: | Let {
s,t
,(s,t
+
2
} be a white noise on
+
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. |
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Keywords: | HyperbolicSPDE's strong and weak solution Malliavin calculus large deviations |
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