Smoothness of probability laws
In this chapter we present some general criteria for the absolute continuity and regularity of the density of random vectors defined on a Gaussian probability space. These general criteria will be applied to the solutions of stochastic differential equations and stochastic partial differential equations driven by a space-time white noise.
KeywordsLebesgue Measure Random Vector Stochastic Differential Equation Absolute Continuity Stochastic Partial Differential Equation
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