Article contents
Probability density for a hyperbolic SPDE with time dependent coefficients
Published online by Cambridge University Press: 17 August 2007
Abstract
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, PTRF123 (2002) 453-483 to an infinite dimensional setting.
- Type
- Research Article
- Information
- Copyright
- © EDP Sciences, SMAI, 2007
References
- 1
- Cited by