Abstract
We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on L2(O) (evaluated at fixed points in time and space), where O is an open bounded domain in ℝd with smooth boundary. The equation is driven by an additive Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be (maximal) monotone, continuously differentiable, and growing not faster than a polynomial. The proof uses tools of the Malliavin calculus combined with methods coming from the theory of maximal monotone operators. © 2013 Springer Science+Business Media Dordrecht.
Original language | English |
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Pages (from-to) | 287-311 |
Journal | Potential Analysis |
Volume | 39 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Oct 2013 |
Keywords
- Existence and regularity of densities
- Malliavin Calculus
- Stochastic partial differential equation