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Malliavin calculus for regularity structures: The case of gPAM

hal.structure.identifier
dc.contributor.authorCannizzaro, G.*
hal.structure.identifier
dc.contributor.authorFriz, Peter K.*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorGassiat, Paul*
dc.date.accessioned2017-03-15T14:36:36Z
dc.date.available2017-03-15T14:36:36Z
dc.date.issued2017
dc.identifier.issn0022-1236
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/16352
dc.language.isoenen
dc.subjectRegularity structuresen
dc.subjectMalliavin calculusen
dc.subjectGeneralized parabolic Anderson modelen
dc.subjectSingular SPDEsen
dc.subject.ddc515en
dc.titleMalliavin calculus for regularity structures: The case of gPAMen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenMalliavin 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.en
dc.relation.isversionofjnlnameJournal of Functional Analysis
dc.relation.isversionofjnlvol272en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2017
dc.relation.isversionofjnlpages363-419en
dc.relation.isversionofdoi10.1016/j.jfa.2016.09.024en
dc.identifier.urlsitehttps://arxiv.org/abs/1511.08888v1en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2017-03-07T13:35:49Z
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hal.author.functionaut


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