arXiv · 1905.08739
Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
Abstract
We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on $L^2(G)$, where $G$ is an open bounded domain in $\mathbb{R}^d$ with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces.
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Carlo Marinelli, Lluís Quer-Sardanyons. 2019-05-21. Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise. https://arxiv.org/abs/1905.08739
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