Márquez-Carreras, David; Sanz-Solé, Marta Taylor expansion of the density in a stochastic heat equation. (English) Zbl 0939.60067 Collect. Math. 49, No. 2-3, 399-415 (1998). A general result is proved on asymptotic expansions of densities for families of perturbed Wiener functionals following ideas developed by the authors. The general result is applied to a stochastic heat equation driven by space-time white noise and perturbed by a small parameter in the diffusion coefficient. The main theorem describes the asymptotic behaviour of the associated densities at a fixed point. The analysis is given in detail and it is recommended to mathematicians working in applications of Malliavin calculus. Reviewer: C.Vârsan (Bucureşti) Cited in 1 ReviewCited in 1 Document MSC: 60H15 Stochastic partial differential equations (aspects of stochastic analysis) Keywords:Taylor expansion; stochastic heat equations with density; perturbations PDFBibTeX XMLCite \textit{D. Márquez-Carreras} and \textit{M. Sanz-Solé}, Collect. Math. 49, No. 2--3, 399--415 (1998; Zbl 0939.60067) Full Text: EuDML