Hypoellipticity in Infinite Dimensions
Probability
2009-10-05 v1 Analysis of PDEs
Abstract
We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any finite-dimensional projection of the solution has a smooth density with respect to Lebesgue measure. One key ingredient in the argument is a bound on 'Wiener polynomials' that plays a role analogue to Norris' lemma.
Keywords
Cite
@article{arxiv.0910.0315,
title = {Hypoellipticity in Infinite Dimensions},
author = {Martin Hairer},
journal= {arXiv preprint arXiv:0910.0315},
year = {2009}
}
Comments
ISAAC 09 conference proceedings