Geodesic
Probability density for a hyperbolic SPDE with time dependent coefficients
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 365-380

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We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 123 (2002) 453-483 to an infinite dimensional setting.

DOI : 10.1051/ps:2007024
Classification : 60H07, 60H15, 60G60
Keywords: Malliavin calculus, stochastic partial differential equations, two-parameter processes 
@article{PS_2007__11__365_0,
     author = {Sanz-Sol\'e, Marta and Torrecilla-Tarantino, Iv\'an},
     title = {Probability density for a hyperbolic {SPDE} with time dependent coefficients},
     journal = {ESAIM: Probability and Statistics},
     pages = {365--380},
     publisher = {EDP-Sciences},
     volume = {11},
     year = {2007},
     doi = {10.1051/ps:2007024},
     mrnumber = {2339298},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007024/}
}
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Sanz-Solé, Marta; Torrecilla-Tarantino, Iván. Probability density for a hyperbolic SPDE with time dependent coefficients. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 365-380. doi: 10.1051/ps:2007024

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