Small perturbations in a hyperbolic stochastic partial differential equation

被引：6
|
作者：
MarquezCarreras, D
SanzSole, M
机构：
[1] Facultat de Matemàtiques, Universitat de Barcelona, 08007 Barcelona
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1997年 / 68卷 / 01期
关键词：
stochastic partial differential equations; Malliavin calculus; large deviations; density estimates;
D O I：
10.1016/S0304-4149(96)00023-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law of the solution to the equation obtained by perturbing the noise. Under unrestricted Hormander's-type conditions on the coefficients, we establish Varadhan's estimates.
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页码：133 / 154
页数：22
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