参数依赖于解的轨道的随机偏微分方程的解的分布的绝对连续性
bsolute Continuity of the Law of Solutions to SPDEs Driven by White Noise with Coefficients Depending on the Past of the Solutions
在这篇文章中,我们考虑带有时空白噪声的随机偏微分方程。 方程的参数是非线性的,并且依赖于方程的解。 我们证明了在一定条件下,这个解的分布关于勒贝格测度是绝对连续的。
In this paper, we consider stochastic partial differential equations driven by space-time white noise. The coefficients are nonlinear and depend on the past of the solution. We prove, under reasonable conditions, that the law of the solution admits a density with respect to Lebesgue measure.
杨雪
数学
白噪声Malliavin 导数绝对连续性随机偏微分方程
White NoiseMalliavin DerivativeAbsolute ContinuityStochastic Partial Differential Equations
杨雪.参数依赖于解的轨道的随机偏微分方程的解的分布的绝对连续性[EB/OL].(2017-05-16)[2025-08-22].http://www.paper.edu.cn/releasepaper/content/201705-924.点此复制
评论