کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4592084 1335073 2007 47 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Malliavin calculus for infinite-dimensional systems with additive noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Malliavin calculus for infinite-dimensional systems with additive noise
چکیده انگلیسی

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the dynamics, we develop in this setting a partial counterpart of Hörmander's classical theory of Hypoelliptic operators. We study the distributions of finite-dimensional projections of the solutions and give conditions that provide existence and smoothness of densities of these distributions with respect to the Lebesgue measure. We also apply our results to concrete SPDEs such as a Stochastic Reaction Diffusion Equation and the Stochastic 2D Navier–Stokes System.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 249, Issue 2, 15 August 2007, Pages 307-353