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arXiv · 1601.01281

Absolute Continuity of the Laws of the Solutions to Parabolic SPDEs with Two Reflecting Walls

Wen Yue
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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.

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BibTeXRIS

Wen Yue. 2016-02-18. Absolute Continuity of the Laws of the Solutions to Parabolic SPDEs with Two Reflecting Walls. https://arxiv.org/abs/1601.01281

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