A stochastic wave equation in two space dimension: Smoothness of the law

Citation
A. Millet et M. Sanz-sole, A stochastic wave equation in two space dimension: Smoothness of the law, ANN PROBAB, 27(2), 1999, pp. 803-844
Citations number
15
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
2
Year of publication
1999
Pages
803 - 844
Database
ISI
SICI code
0091-1798(199904)27:2<803:ASWEIT>2.0.ZU;2-3
Abstract
We prove the existence and uniqueness, for any time, of a real-valued proce ss solving a nonlinear stochastic wave equation driven by a Gaussian noise white in time and correlated in the two-dimensional space variable. We prov e that the solution is regular in the sense of the Malliavin calculus. We a lso give a decay condition on the covariance function of the noise under wh ich the solution has Holder continuous trajectories and show that, under an additional ellipticity assumption, the law of the solution at any strictly positive time has a smooth density.