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Showing 2009 · math.PRShow all
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math.PR2009
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Xavier Bardina, Maria Jolis, Lluis Quer-Sardanyons
In this paper, we consider a quasi-linear stochastic heat equation on , with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace…
math.PR2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
David Nualart, Lluis Quer-Sardanyons
In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin…