Malliavin calculus for infinite-dimensional systems with additive noise |
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Authors: | Yuri Bakhtin |
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Affiliation: | a School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA b Mathematics Department, Duke University, Box 90320, Durham, NC 27708-0320, USA |
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Abstract: | We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the dynamics, we develop in this setting a partial counterpart of Hörmander's classical theory of Hypoelliptic operators. We study the distributions of finite-dimensional projections of the solutions and give conditions that provide existence and smoothness of densities of these distributions with respect to the Lebesgue measure. We also apply our results to concrete SPDEs such as a Stochastic Reaction Diffusion Equation and the Stochastic 2D Navier-Stokes System. |
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Keywords: | SPDEs Degenerate stochastic partial differential equations Malliavin calculus Smooth densities Stochastic evolution equations |
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