English

Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise

Probability 2019-05-22 v1 Analysis of PDEs

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 L2(G)L^2(G), where GG is an open bounded domain in Rd\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.

Keywords

Cite

@article{arxiv.1905.08739,
  title  = {Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise},
  author = {Carlo Marinelli and Lluís Quer-Sardanyons},
  journal= {arXiv preprint arXiv:1905.08739},
  year   = {2019}
}

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17 pages