Probability density for a hyperbolic SPDE with time dependent coefficients
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 365-380.

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 123 (2002) 453-483 to an infinite dimensional setting.

DOI : 10.1051/ps:2007024
Classification : 60H07, 60H15, 60G60
Mots-clés : Malliavin calculus, stochastic partial differential equations, two-parameter processes 
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     title = {Probability density for a hyperbolic {SPDE} with time dependent coefficients},
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     url = {http://www.numdam.org/articles/10.1051/ps:2007024/}
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Sanz-Solé, Marta; Torrecilla-Tarantino, Iván. Probability density for a hyperbolic SPDE with time dependent coefficients. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 365-380. doi : 10.1051/ps:2007024. http://www.numdam.org/articles/10.1051/ps:2007024/

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