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dc.contributor.authorGassiat, Paul
dc.contributor.authorLabbé, Cyril
dc.date.accessioned2019-02-19T09:13:46Z
dc.date.available2019-02-19T09:13:46Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18453
dc.language.isoenen
dc.subjectMalliavin calculusen
dc.subjectBesov-type spacesen
dc.subject.ddc519en
dc.titleExistence of densities for the dynamic Φ43 modelen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe apply Malliavin calculus to the Φ43 equation on the torus and prove existence of densities for the solution of the equation evaluated at regular enough test functions. We work in the framework of regularity structures and rely on Besov-type spaces of modelled distributions in order to prove Malliavin differentiability of the solution. Our result applies to a large family of Gaussian space-time noises including white noise, in particular the noise may be degenerate as long as it is sufficiently rough on small scales.en
dc.identifier.citationpages49en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01936380en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2018-11
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-02-19T09:10:55Z
hal.person.labIds60
hal.person.labIds60


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