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arxiv: math/0607310 · v1 · submitted 2006-07-13 · 🧮 math.PR · math.AP

Probability density for a hyperbolic SPDE with time dependent coefficients

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keywords coefficientsdensityhyperbolicspdetimecattiauxconditionsdegeneracy
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We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an infinite dimensional setting.

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