Malliavin calculus for regularity structures: the case of gPAM
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Publication:333128
DOI10.1016/j.jfa.2016.09.024zbMath1367.60062arXiv1511.08888OpenAlexW2963624740MaRDI QIDQ333128
Peter K. Friz, Paul Gassiat, Giuseppe Cannizzaro
Publication date: 9 November 2016
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.08888
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (22)
The strong Feller property for singular stochastic PDEs ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ Support theorem for a singular SPDE: the case of gPAM ⋮ The reconstruction theorem in Besov spaces ⋮ Synchronization for KPZ ⋮ Existence of densities for the dynamic \(\Phi^4_3\) model ⋮ A Littlewood-Paley description of modelled distributions ⋮ Malliavin calculus and densities for singular stochastic partial differential equations ⋮ The spatial \(\Lambda\)-Fleming-Viot process in a random environment ⋮ Three-dimensional magnetohydrodynamics system forced by space-time white noise ⋮ The BPHZ theorem for regularity structures via the spectral gap inequality ⋮ A simple method for the existence of a density for stochastic evolutions with rough coefficients ⋮ Precise asymptotics: robust stochastic volatility models ⋮ KPZ reloaded ⋮ The KPZ equation on the real line ⋮ Hörmander's theorem for semilinear SPDEs ⋮ The scaling limit of the KPZ equation in space dimension 3 and higher ⋮ Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions ⋮ Stochastic analysis with modelled distributions ⋮ Strong Feller property of the magnetohydrodynamics system forced by space–time white noise ⋮ Killed rough super-Brownian motion ⋮ Energy solutions of KPZ are unique
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