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David Nualart : Regularity of the density of the stochastic heat equation
In this talk we present a recent result on the smoothness of the density for the solution of a semilinear heat equation with multiplicative space-time Gaussian white noise. We assume that the coefficients are smooth and the diffusion coefficient is not identically zero at the initial time. The proof of this result is based on the techniques of the Malliavin calculus, and the existence of negative moments for the solution of a linear heat equation with multiplicative space-time white noise.
- Category: Probability
- Duration: 01:34:27
- Date: February 7, 2008 at 4:25 PM
- Views: 165
- Tags: seminar, Probability Seminar
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