Potential Analysis ( IF 1.0 ) Pub Date : 2021-04-06 , DOI: 10.1007/s11118-021-09914-3 Carlo Marinelli , Lluís Quer-Sardanyons
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), where G is an open bounded domain in \(\mathbb {R}^{d}\) 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 that 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.
中文翻译:
具有乘性噪声的反应扩散方程解的绝对连续性
我们证明了在L 2(G)上到抛物线型耗散随机PDE的解的定律的绝对连续性,该定律在时间和空间上是固定的,其中G是\(\ mathbb {R} ^ { d} \),边界平滑。该方程由乘法维纳噪声驱动,非线性漂移项是与实函数相关的叠加算子,该实函数被认为是单调的,局部为Lipschitz连续的,并且增长速度不快于多项式。该证明使用Malliavin微积分的论点,在很大程度上依赖于Banach空间中随机演化方程的适度适度性理论。