
arXiv: 1811.06339
handle: 20.500.14299/241226 , 10044/1/96517
We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of Hörmander's bracket condition holds, the Malliavin matrix of the solution is an operator with dense range. In particular, we show that the laws of finite-dimensional projections of such solutions admit smooth densities with respect to Lebesgue measure. The main idea is to develop a robust pathwise solution theory for such SPDEs using rough paths theory, which then allows us to use a pathwise version of Norris's lemma to work directly on the Malliavin matrix, instead of the "reduced Malliavin matrix" which is not available in this context. On our way of proving this result, we develop some new tools for the theory of rough paths like a rough Fubini theorem and a deterministic mild Itô formula for rough PDEs.
Accepted version
Statistics & Probability, Stochastic calculus of variations and the Malliavin calculus, Stochastic integrals, NAVIER-STOKES EQUATIONS, FORMS, math.PR, 510, Hörmander's condition, 60H07, Mathematics - Analysis of PDEs, Stochastic partial differential equations (aspects of stochastic analysis), 60H05, rough PDEs, FOS: Mathematics, REGULARITY, Hörmander’s condition, 60H15, 60H07, 60H05, PDEs with randomness, stochastic partial differential equations, math.AP, rough paths, 0105 Mathematical Physics, Science & Technology, STRONG FELLER PROPERTY, 0104 Statistics, Probability (math.PR), HYPOELLIPTIC SDES DRIVEN, DIFFERENTIAL-EQUATIONS, ERGODICITY, Hormander's condition, Reaction-diffusion equations, MALLIAVIN CALCULUS, Physical Sciences, rough Fubini theorem, 60H15, Navier-Stokes equations, Mathematics, Mathematics - Probability, Analysis of PDEs (math.AP)
Statistics & Probability, Stochastic calculus of variations and the Malliavin calculus, Stochastic integrals, NAVIER-STOKES EQUATIONS, FORMS, math.PR, 510, Hörmander's condition, 60H07, Mathematics - Analysis of PDEs, Stochastic partial differential equations (aspects of stochastic analysis), 60H05, rough PDEs, FOS: Mathematics, REGULARITY, Hörmander’s condition, 60H15, 60H07, 60H05, PDEs with randomness, stochastic partial differential equations, math.AP, rough paths, 0105 Mathematical Physics, Science & Technology, STRONG FELLER PROPERTY, 0104 Statistics, Probability (math.PR), HYPOELLIPTIC SDES DRIVEN, DIFFERENTIAL-EQUATIONS, ERGODICITY, Hormander's condition, Reaction-diffusion equations, MALLIAVIN CALCULUS, Physical Sciences, rough Fubini theorem, 60H15, Navier-Stokes equations, Mathematics, Mathematics - Probability, Analysis of PDEs (math.AP)
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