English

On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs

Probability 2022-01-04 v1 Analysis of PDEs

Abstract

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of Rd\mathbb{R}^d. In particular, such equations are driven by multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a locally Lipschitz continuous function satisfying suitable polynomial growth bounds. The main arguments rely on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces, monotonicity, and a comparison principle.

Keywords

Cite

@article{arxiv.2201.00053,
  title  = {On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs},
  author = {Carlo Marinelli},
  journal= {arXiv preprint arXiv:2201.00053},
  year   = {2022}
}