Descripció:
We prove a general result on asymptotic expansions of densities for families
of perturbed Wiener functionals. As an application, we consider a stochastic
heat equation driven by a space-time white noise εW˙ t,x, ε ∈ (0, 1]. The main
theorem describes the asymptotics, as ε ↓ 0, of the density pε
t,x(y) of the
solution at a fixed point (t, x) for some particular value y ∈ R, which, in the
diffusion case, plays the role of the diagonal.