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Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise

Probability 2007-05-23 v3 Mathematical Physics Analysis of PDEs math.MP

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 system we develop a counterpart of Hormander's classical theory in this setting. 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 Stochastic Reaction Diffusion Equation and Stochastic 2D Navier--Stokes System.

Keywords

Cite

@article{arxiv.math/0610754,
  title  = {Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise},
  author = {Yuri Bakhtin and Jonathan C. Mattingly},
  journal= {arXiv preprint arXiv:math/0610754},
  year   = {2007}
}

Comments

finial corrections before sending off proofs

R2 v1 2026-07-22T17:44:56.844Z