Abstract
We show existence and uniqueness for the solution of a onedimensional wave equation with non-linear random forcing. Then we give sufficient conditions for the solution at a given time and a given point, to have a density and for this density to be smooth. The proof uses the extension of the Malliavin calculus to the two parameters Wiener functionals.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 469-508 |
| Number of pages | 40 |
| Journal | Probability Theory and Related Fields |
| Volume | 79 |
| Issue number | 4 |
| DOIs | |
| State | Published - Nov 1988 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty