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arXiv · 1304.3688

A version of Hörmander's theorem in 2-smooth Banach spaces

Evelina Shamarova
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Abstract

We consider a stochastic evolution equation in a 2-smooth Banach space with a densely and continuously embedded Hilbert subspace. We prove that under Hörmander's bracket condition, the image measure of the solution law under any finite-rank bounded linear operator is absolutely continuous with respect to the Lebesgue measure. To obtain this result, we apply methods of the Malliavin calculus.

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Evelina Shamarova. 2013-04-16. A version of Hörmander's theorem in 2-smooth Banach spaces. https://arxiv.org/abs/1304.3688

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