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Regularity of the density for the stochastic heat equation


 
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1. Title Title of document Regularity of the density for the stochastic heat equation
 
2. Creator Author's name, affiliation, country Carl E Mueller; University of Rochester
 
2. Creator Author's name, affiliation, country David Nualart; University of Kansas
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) heat equation, white noise, Malliavin calculus, stochastic partial differential equations.
 
3. Subject Subject classification Primary, 60H15; Secondary, 60H07.
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSA and NSF
 
7. Date (YYYY-MM-DD) 2008-12-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/589
 
10. Identifier Digital Object Identifier 10.1214/EJP.v13-589
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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