arXiv · 1202.4610
Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs
Abstract
We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in $\mathbb{R}^d$. The equation is driven by an additive Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be (maximal) monotone, continuously differentiable, and growing not faster than a polynomial. The proof uses tools of the Malliavin calculus combined with methods coming from the theory of maximal monotone operators.
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Carlo Marinelli, Eulalia Nualart, Lluís Quer-Sardanyons. 2012-02-21. Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs. https://arxiv.org/abs/1202.4610
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