Applications of Malliavin's calculus to time-dependent systems of heat equations (Q1070112): Difference between revisions

Let the operator A(s) be represented as \[ (A(s)f)_ j(x)=([\sum^{\infty}_{i=1}(V_ i(s))^ 2+V_ 0(s)]f_ j)(x)+ \] \[ \sum^{r}_{i=1}\sum^{d}_{m=1}a_ j^{im}(s,x)(V_ i(s)f_ m)(x)+\sum^{d}_{m=1}c^ m_ j(s,x)f_ m(x), \] where \(f=(f_ 1,\ldots,f_ d)\in C^{\infty}(R^ d;R^ d),\) \(V_ j(s)'s\) are time dependent \(C^{\infty}\)-vector fields on \(R^ d\) and \(a_ j^{im} (s)\), \(c^ m(s)\in C^{\infty}(R^ d)\) for every \(s\in [0,\infty)\). Sufficient conditions establish that the fundamental solution \(P(s,t): C^{\infty}(R^ d;R^ d)\to C^{\infty}(R^ d;R^ d)\) for the system of equations: \[ (\partial /\partial s+A(s))u=0;\quad u(t)=g\in C_ b^{\infty}(R^ d;R^ d) \] has a \(C^{\infty}\)-density function.