Malliavin calculus for infinite-dimensional systems with additive noise (Q996248): Difference between revisions

The authors consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. They investigate how randomness is spread by the dynamics, study the distribution of finite-dimensional projections of the solutions and give conditions that provide existence and smoothness of densities of these distributions with respect to the Lebesgue measure. Then they apply the results to a scalar reaction-diffusion equation and the vorticity formulation of the stochastic two-dimensional Navier-Stokes equation. Malliavin stochastic calculus of variations provides the main ingredients in the proofs. Generalizations and refinements also prove the unique ergodicity of the system.