Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations
2022
American Mathematical Society (Verlag)
978-1-4704-5000-7 (ISBN)
American Mathematical Society (Verlag)
978-1-4704-5000-7 (ISBN)
In this paper, the authors establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, they establish the smooth joint density at multiple points.
In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, we establish the smooth joint density at multiple points. The tool we use is Malliavin calculus. The main ingredient is to prove that the solutions to a related stochastic partial differential equation have negative moments of all orders. Because we cannot prove u(t, x) ? D? for measure-valued initial data, we need a localized version of Malliavin calculus. Furthermore, we prove that the (joint) density is strictly positive in the interior of the support of the law, where we allow both measure-valued initial data and unbounded diffusion coefficient. The criteria introduced by Bally and Pardoux are no longer applicable for the parabolic Anderson model. We have extended their criteria to a localized version. Our general framework includes the parabolic Anderson model as a special case.
In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, we establish the smooth joint density at multiple points. The tool we use is Malliavin calculus. The main ingredient is to prove that the solutions to a related stochastic partial differential equation have negative moments of all orders. Because we cannot prove u(t, x) ? D? for measure-valued initial data, we need a localized version of Malliavin calculus. Furthermore, we prove that the (joint) density is strictly positive in the interior of the support of the law, where we allow both measure-valued initial data and unbounded diffusion coefficient. The criteria introduced by Bally and Pardoux are no longer applicable for the parabolic Anderson model. We have extended their criteria to a localized version. Our general framework includes the parabolic Anderson model as a special case.
Le Chen, Emory University, Atlanta, GA. Yaozhong Hu, University of Alberta at Edmonton, Canada. David Nualart, University of Kansas, Lawrence, KS.
| Erscheinungsdatum | 01.12.2021 |
|---|---|
| Reihe/Serie | Memoirs of the American Mathematical Society |
| Zusatzinfo | Illustrations, unspecified |
| Verlagsort | Providence |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Gewicht | 210 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
| ISBN-10 | 1-4704-5000-3 / 1470450003 |
| ISBN-13 | 978-1-4704-5000-7 / 9781470450007 |
| Zustand | Neuware |
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Buch | Hardcover (2022)
Hanser, Carl (Verlag)
CHF 41,95
