






















We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish regularity results. This approximation enables us to provide a new proof of the existence of a density for the random variable u(t, x) at any fixed t, x. Unlike existing proofs, which rely on comparison principles ([10], [12]), our approach is based purely on a localization argument, which allows us to handle the unbounded coefficients.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。