Malliavin calculus for infinite-dimensional systems with additive noise

DOI10.1016/j.jfa.2007.02.011zbMath1130.60063arXivmath/0610754OpenAlexW1994263340MaRDI QIDQ996248

Jonathan C. Mattingly, Yu. Yu. Bakhtin

Publication date: 13 September 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610754

zbMATH Keywords

Malliavin calculusstochastic evolution equationsSPDEssmooth densitiesdegenerate stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

Existence of densities for the dynamic \(\Phi^4_3\) model ⋮ Malliavin calculus and densities for singular stochastic partial differential equations ⋮ A subelliptic Taylor isomorphism on infinite-dimensional Heisenberg groups ⋮ Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Hörmander's theorem for semilinear SPDEs ⋮ Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations ⋮ Stochastic integrals and Brownian motion on abstract nilpotent Lie groups ⋮ Malliavin calculus and decoupling inequalities in Banach spaces

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