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Malliavin calculus for regularity structures : the case of gPAM
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Cannizzaro, G., Friz, P. K. and Gassiat, P. (2017) Malliavin calculus for regularity structures : the case of gPAM. Journal of Functional Analysis, 272 (1). pp. 363-419. doi:10.1016/j.jfa.2016.09.024 ISSN 0022-1236.
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Official URL: http://dx.doi.org/10.1016/j.jfa.2016.09.024
Abstract
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 -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.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Journal or Publication Title: | Journal of Functional Analysis | ||||||||
Publisher: | Academic Press | ||||||||
ISSN: | 0022-1236 | ||||||||
Official Date: | 1 January 2017 | ||||||||
Dates: |
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Volume: | 272 | ||||||||
Number: | 1 | ||||||||
Page Range: | pp. 363-419 | ||||||||
DOI: | 10.1016/j.jfa.2016.09.024 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Open Access Version: |
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