Absolute Continuity of the Laws of the Solutions to Parabolic SPDEs with Two Reflecting Walls
Abstract
In this paper, we focus on the existence of the density for the law of the solutions to parabolic stochastic partial differential equations with two reflecting walls. The main tool is Malliavin calculus.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.