The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
Morien, Pierre-Luc
Bernoulli, Tome 5 (1999) no. 6, p. 275-298 / Harvested from Project Euclid
In this paper we prove that the density [math] of the solution of a white-noise-driven parabolic stochastic partial differential equation (SPDE) satisfying a strong ellipticity condition is [math] Lipschitz continuous with respect to (w.r.t.) [math] and [math] Lipschitz continuous w.r.t. [math] for all [math] . In addition, we show that it belongs to the Besov space [math] w.r.t. [math] . The proof is based on the Malliavin calculus of variations and on some refined estimates for the Green kernel associated with the SPDE.
Publié le : 1999-04-14
Classification:  Besov spaces,  Malliavin calculus,  parabolic SPDEs
@article{1173147907,
     author = {Morien, Pierre-Luc},
     title = {The H\"older and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation},
     journal = {Bernoulli},
     volume = {5},
     number = {6},
     year = {1999},
     pages = { 275-298},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1173147907}
}
Morien, Pierre-Luc. The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation. Bernoulli, Tome 5 (1999) no. 6, pp.  275-298. http://gdmltest.u-ga.fr/item/1173147907/