| dc.creator |
Márquez, David (Márquez Carreras) |
|
| dc.creator |
Sanz-Solé, Marta |
|
| dc.date |
2011-03-08T09:48:54Z |
|
| dc.date |
2011-03-08T09:48:54Z |
|
| dc.date |
1998 |
|
| dc.date.accessioned |
2024-12-16T10:26:17Z |
|
| dc.date.available |
2024-12-16T10:26:17Z |
|
| dc.identifier |
0610-0757 |
|
| dc.identifier |
http://hdl.handle.net/2445/16907 |
|
| dc.identifier |
146424 |
|
| dc.identifier.uri |
http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/20830 |
|
| dc.description |
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. |
|
| dc.format |
17 p. |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Universitat de Barcelona |
|
| dc.relation |
Reproducció del document publicat a: http://www.collectanea.ub.edu/index.php/Collectanea/article/view/3949/4789 |
|
| dc.relation |
Collectanea Mathematica, 1998, vol. 49, num. 2-3, p. 399-415 |
|
| dc.rights |
(c) Universitat de Barcelona, 1998 |
|
| dc.rights |
info:eu-repo/semantics/openAccess |
|
| dc.source |
Articles publicats en revistes (Matemàtiques i Informàtica) |
|
| dc.subject |
Equacions integrals estocàstiques |
|
| dc.subject |
Càlcul de Malliavin |
|
| dc.subject |
Stochastic differential equations |
|
| dc.subject |
Malliavin calculus |
|
| dc.title |
Taylor expansion of the density in a stochastic heat equation |
|
| dc.type |
info:eu-repo/semantics/article |
|
| dc.type |
info:eu-repo/semantics/publishedVersion |
|