Probability density for a hyperbolic SPDE with time dependent coefficients
Marta Sanz-Solé, Iván Torrecilla-Tarantino
Abstract
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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