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| 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 |
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