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It is known that under some regularity assumptions on the functions \\(b\\), \\(\\sigma \\) the solution \\(X_{t}\\) has a density \\(p_{t}\\in {\\mathcal C}^\\infty (\\mathbb R^{d})\\) and (1) may be viewed as a limit problem as \\(n\\to \\infty \\) for the following system of weakly interacting diffusions  \\[  dX^{i,n}_{t} = b[X^{i,n}_{t},\\mu ^{n}_{t}] dt + \\sigma [X^{i,n}_{t},\\mu ^{n}_{t}] dB^{i}_{t}, \\quad 1\\leq i\\leq n,  \\]  \\(B^{1},\\ldots ,B^{n}\\) being independent Wiener processes in \\(\\mathbb R^{m}\\) and \\(\\mu ^{n}_{t}\\) denoting the empirical measure \\(n^{-1}\\sum ^{n}_{i=1} \\delta _{X^{i,n}_{t}}\\) [see e.g. \\textit{A. S. Sznitman}, in: Calcul des probabilit\u00e9s. Lect. Notes Math. 1464, 165-251 (1991; Zbl 0732.60114), and the references therein]. Let \\(V^\\varepsilon \\) be a sequence of mollifiers, \\(V^\\varepsilon (y) = \\varepsilon ^{-d}V(\\varepsilon ^{-1}y)\\) for a symmetric \\({\\mathcal C}^\\infty \\)-density \\(V\\) on \\(\\mathbb R^{d}\\), and define \\((\\mu ^{n}_{t}*V^\\varepsilon)(y) = n^{-1}\\sum ^{n} _{i=1} V^\\varepsilon (X^{i,n}_{t}-y)\\). Using probabilistic tools including coupling techniques and Malliavin calculus the author finds an estimate of \\(\\mu ^{n}_{t} * V^\\varepsilon - p_{t}\\) in a suitable Sobolev-type norm. The obtained results are then extended to a stochastic parabolic equation  \\[  \\frac {\\partial u}{\\partial t}(t,x) = \\frac {\\partial ^{2}u} {\\partial x^{2}}(t,x) + f[u(t,x),m(t,x)] + g[u(t,x),m(t,x)] \\frac {\\partial ^{2}W}{\\partial t\\partial x}, \\quad 0<x<1, \\tag{2}  \\]  with Dirichlet or Neumann boundary data and \\(u(0,\\cdot) = u_{0} \\in {\\mathcal C}^{1}([0,1])\\); \\(W\\) denotes a Brownian sheet and \\(m(t,x)\\) the law of \\(u(t,x)\\). In particular, existence of a density for the (unique) mild solution \\(u(t,x)\\) to (2) is 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