arXiv:0709.2663 [math.PR]AbstractReferencesReviewsResources
Regularity of the density for the stochastic heat equation
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
Keywords: stochastic heat equation, regularity, multiplicative spacetime white noise, negative moments, semilinear heat equation
Tags: journal article
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