The substitution theorem for semilinear stochastic partial differential equations (Q2464869): Difference between revisions

The aim of this paper is to prove a substitution theorem for semilinear stochastic partial differential equations with an initial condition as an infinite-dimensional parameter. More precisely, they obtain the result for a large class of infinite-dimensional Malliavin smooth random variables. The existing substitution theorems do not apply to infinite-dimensional systems. There are two reasons: the infinite-dimensionality of the dynamics and that the substitutions theorems are based on finite-dimensional techniques that fail in infinite-dimensional frameworks. Both problems are solved using techniques of the Malliavin calculus and with new global estimates on the semiflow generated by the spde. As a consequence, they show existence and regularity of solutions to semilinear spde's with anticipating initial conditions. In particular, they also consider semilinear Stratonovichs spde's with anticipating initial conditions.