On the density for the solution of a Burgers-type SPDE

Authors
Morien, PL
Citation
Pl. Morien, On the density for the solution of a Burgers-type SPDE, ANN IHP-PR, 35(4), 1999, pp. 459-482
Citations number
16
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
35
Issue
4
Year of publication
1999
Pages
459 - 482
Database
ISI
SICI code
0246-0203(199907/08)35:4<459:OTDFTS>2.0.ZU;2-X
Abstract
We study the existence and regularity of densities for the solution of a cl ass of parabolic SPDEs of Burgers type introduced by Gyongy in a recent pap er. In the case of regular, bounded coefficients, we show the existence of a smooth density and, as a consequence, we obtain the existence of the dens ity for the classical stochastic Burgers equation. (C) Elsevier, Paris.