Regularity of the Law for Solutions to Stochastic Heat Equations via Malliavin Calculus
Abstract
Establishment of the absolute continuity and C-infinity smoothness of the probability density for non-linear SPDEs driven by space-time white noise via the Bouleau-Hirsch criterion and analysis of the Malliavin covariance matrix.
Fields of Study & Subjects
Stochastic processes and financial applications
Statistical Mechanics and Entropy
Stochastic processes and statistical mechanics
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 4 January 2026