Cahn-Hilliard stochastic equation: Existence of the solution and of its density (Q5950045): Difference between revisions

The study of nonlinear parabolic stochastic equations has recently been undertaken. Previous works were concerned by the Burgers stochastic equation, the present one deals with the Cahn-Hilliard stochastic equation. Existence, uniqueness and regularity of a function-valued process solution to this equation are proved when it is driven by space-time white noise with a nonlinear diffusion coefficient. Malliavin calculus is used to show existence of a density of the law of the solution when the diffusion coefficient does not vanish.