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arXiv:0709.2663 [math.PR]AbstractReferencesReviewsResources

Regularity of the density for the stochastic heat equation

Carl Mueller, David Nualart

Published 2007-09-17Version 1

We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with multiplicative white noise. Then we settle this question by proving that solutions to the linear equation have negative moments of all orders.

Journal: Electronic J. Prob., 13, paper 74, 2248-2258, (2008)
Categories: math.PR
Subjects: 60H07
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