Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term
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DOI: 10.1016/j.spa.2023.104263
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- Márquez-Carreras, D. & Mellouk, M. & Sarrà, M., 2001. "On stochastic partial differential equations with spatially correlated noise: smoothness of the law," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 269-284, June.
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Keywords
SPDE; Heat equation; Malliavin Calculus; Density; Half-Lipschitz;All these keywords.
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