Small perturbations in a hyperbolic stochastic partial differential equation

[摘要] We study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law of the solution to the equation obtained by perturbing the noise. Under unrestricted Hormander's-type conditions on the coefficients, we establish Varadhan's estimates.

[发布日期] 1997-05-30

[关键词] stochastic partial differential equations;Malliavin calculus;large deviations;density estimates