ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE
2006 ◽
Vol 09
(02)
◽
pp. 271-285
◽
Keyword(s):
We consider a general type of perturbed stochastic partial differential equations: [Formula: see text] with null initial conditions, [Formula: see text] a second-order partial differential operator and [Formula: see text] a Gaussian noise, white in time and correlated in space. It has been proved that there exists a smooth density [Formula: see text], t > 0, x ∈ ℝd, for the law of the solution of above-mentioned equation. Here, we find the Taylor expansion of this density [Formula: see text] on the diagonal.
2001 ◽
Vol 93
(2)
◽
pp. 269-284
◽
2014 ◽
Vol 73
(6)
◽
pp. 511-527
◽
2017 ◽
Vol 323
◽
pp. 123-135
◽
1993 ◽
Vol 41
(4)
◽
pp. 1652-1663
◽
1988 ◽
Vol 36
(11)
◽
pp. 1706-1714
◽
2017 ◽
Vol 17
(04)
◽
pp. 1750025
◽