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Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation
Authors:L. Quer-Sardanyons
Affiliation:Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, 08007 Barcelona, Spain
Abstract:We present new results regarding the existence of density of the real-valued solution to a 3-dimensional stochastic wave equation. The noise is white in time and with a spatially homogeneous correlation whose spectral measure μ satisfies that View the MathML source, for some View the MathML source. Our approach is based on the mild formulation of the equation given by means of Dalang's extended version of Walsh's stochastic integration; we use the tools of Malliavin calculus. Let S3 be the fundamental solution to the 3-dimensional wave equation. The assumption on the noise yields upper and lower bounds for the integral View the MathML source and upper bounds for View the MathML source in terms of powers of t. These estimates are crucial in the analysis of the Malliavin variance, which can be done by a comparison procedure with respect to smooth approximations of the distribution-valued function S3(t) obtained by convolution with an approximation of the identity.
Keywords:60H07   60H15
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