Gaussian Density Estimates for Solutions to Quasi-Linear SPDEs
Event details
| Date | 10.03.2009 |
| Hour | 11:15 |
| Speaker | Dr. Lluís Quer-Sardanyons |
| Location |
Salle MA A1 10, EPFL- Ecublens
|
| Category | Conferences - Seminars |
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 calculus and recent density estimates obtained by Nourdin and Viens. In particular, we deal with the one-dimensional stochastic heat equation in [0,1] driven by space-time white noise, and the stochastic heat and wave equations in Rd ( d>0 and d<4, respectively) driven by a Gaussian noise which is white in time and has a general spatially homogeneous correlation. These results have been obtained in collaboration with D. Nualart (University of Kansas).
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Practical information
- General public
- Free
Contact
- Prof. Robert Dalang