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EnglishWe study the existence and regularity of the density for the solution u(t,x) (with fixed t>0 and x∈D) of the heat equation in a bounded domain D⊂ℝ^d driven by a stochastic inhomogeneous Neumann boundary condition with stochastic term. The stochastic perturbation is given by a fractional Brownian motion process. Under suitable regularity assumptions on the coefficients, by means of tools from the Malliavin calculus, we prove that the law of the solution has a smooth density with respect to the Lebesgue measure in ℝ.
Absolute continuity of the law for solutions of stochastic differential equations with boundary noise / Bonaccorsi, Stefano; Zanella, Margherita. - In: STOCHASTICS AND DYNAMICS. - ISSN 0219-4937. - 2017, 17:6(2017).
| Titolo: | Absolute continuity of the law for solutions of stochastic differential equations with boundary noise |
| Autori: | Bonaccorsi, Stefano; Zanella, Margherita |
| Autori Unitn: | |
| Titolo del periodico: | STOCHASTICS AND DYNAMICS |
| Anno di pubblicazione: | 2017 |
| Numero e parte del fascicolo: | 6 |
| Codice identificativo Scopus: | 2-s2.0-85007478144 |
| Codice identificativo ISI: | WOS:000407735800005 |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1142/S0219493717500459 |
| Handle: | http://hdl.handle.net/11572/193427 |
| Citazione: | Absolute continuity of the law for solutions of stochastic differential equations with boundary noise / Bonaccorsi, Stefano; Zanella, Margherita. - In: STOCHASTICS AND DYNAMICS. - ISSN 0219-4937. - 2017, 17:6(2017). |
| Appare nelle tipologie: | 03.1 Articolo su rivista (Journal article) |
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| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| Bonaccorsi_Zanella.pdf | Articolo | Post-print referato (Refereed author’s manuscript) | Tutti i diritti riservati (All rights reserved) | Open Access Visualizza/Apri |
http://hdl.handle.net/11572/193427
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