Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Cahn-Hilliard stochastic equation : strict positivity of the density

Auteur(s):

Code(s) de Classification MSC:

Résumé: This paper deals with the Cahn-Hilliard stochastic equation driven by a space-time white noise with a non-linear diffusion coefficient. Using new lower estimate of the kernel, we prove the "local" existence of the density without non-degeneracy condition in a case of Hölder continuous trajectories, and we show that the density of any vector is lower bounded by a strictly positive continuous function under a non-degeneracy condition.

Mots Clés: Cahn-Hilliard equation ; SPDEs ; Stochastic calculus of variations

Date: 2000-03-17

Prépublication numéro: PMA-576

Postcript file : PMA-576.ps