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Regularity of the density for the stochastic heat equation

dc.contributor.authorMueller, Carl
dc.contributor.authorNualart, David
dc.date.accessioned2015-03-10T16:41:49Z
dc.date.available2015-03-10T16:41:49Z
dc.date.issued2008-12-18
dc.identifier.citationMueller, Carl & Nualart, David. "Regularity of the density for the stochastic heat equation." Electronic Journal of Probability Vol. 13 (2008), Paper no. 74, pages 2248–2258. http://dx.doi.org/10.1214/EJP.v13-589.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17026
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/EJP.v13-589.en_US
dc.description.abstractWe 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.en_US
dc.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectheat equationen_US
dc.subjectwhite noiseen_US
dc.subjectMalliavin calculusen_US
dc.subjectstochastic partial differential equationsen_US
dc.titleRegularity of the density for the stochastic heat equationen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/EJP.v13-589
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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