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Malliavin calculus for regularity structures: The case of gPAM

Cannizzaro, G.; Friz, Peter K.; Gassiat, Paul (2017), Malliavin calculus for regularity structures: The case of gPAM, Journal of Functional Analysis, 272, 1, p. 363-419. 10.1016/j.jfa.2016.09.024

Type
Article accepté pour publication ou publié
Lien vers un document non conservé dans cette base
https://arxiv.org/abs/1511.08888v1
Date
2017
Nom de la revue
Journal of Functional Analysis
Volume
272
Numéro
1
Éditeur
Elsevier
Pages
363-419
Identifiant publication
Métadonnées
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Auteur(s)
Cannizzaro, G.

Friz, Peter K.

Gassiat, Paul
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Résumé (EN)
Malliavin calculus is implemented in the context of Hairer (2014) [16]. This involves some constructions of independent interest, notably an extension of the structure which accommodates a robust, and purely deterministic, translation operator, in L2L2-directions, between “models”. In the concrete context of the generalized parabolic Anderson model in 2D – one of the singular SPDEs discussed in the afore-mentioned article – we establish existence of a density at positive times.
Mots-clés
Regularity structures; Malliavin calculus; Generalized parabolic Anderson model; Singular SPDEs