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Smoothness of probability laws

  • David Nualart
Part of the Probability and its Applications book series (PIA)

Abstract

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.

Keywords

Lebesgue Measure Random Vector Stochastic Differential Equation Absolute Continuity Stochastic Partial Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  • David Nualart
    • 1
  1. 1.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

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