Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise

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dc.creatorBakhtin, Yuri
dc.creatorMattingly, Jonathan C.
dc.date2006-10-25
dc.date2007-04-10
dc.date.accessioned2026-07-07T07:55:51Z
dc.date.available2026-07-07T07:55:51Z
dc.descriptionWe 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.
dc.descriptionfinial corrections before sending off proofs
dc.identifierhttps://arxiv.org/abs/math/0610754
dc.identifierhttp://arxiv.org/abs/math/0610754
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127107
dc.subjectProbability
dc.subjectMathematical Physics
dc.subjectAnalysis of PDEs
dc.subject60H15; 60H30; 60H07; 76F20; 76B03; 35J60
dc.titleMalliavin Calculus for Infinite-Dimensional Systems with Additive Noise
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