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Small perturbations in a hyperbolic stochastic partial differential equation

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 Hörmander's-type conditions on the coefficients, we establish Varadhan's estimates.
Year of publication:
1997
Authors: Márquez-Carreras, David ; Sanz-Solé, Marta
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 68.1997, 1, p. 133-154
Publisher: Elsevier
Keywords: Stochastic partial differential equations Malliavin calculus Large deviations Density estimates
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008873013
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