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Attributs	Valeurs
type	work Article
Is Part Of	Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Subject	Random fields Stochastic calculus of variations and the Malliavin calculus Stochastic partial differential equations Malliavin calculus. Stochastic partial differential equations. Two-parameter processes.
Title	Probability density for a hyperbolic SPDE with time dependent coefficients
Date	2007-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0649/m/print http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0649/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0649/authorship/2 http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0649/authorship/1
Author	Sanz-Solé, Marta Torrecilla-Tarantino, Iván
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.
article type	research-article
publisher identifier	ps0649
Date Copyrighted	2007-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2007
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0649/w/record

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