On strongly Petrovskiĭ's parabolic SPDEs in arbitrary dimension and application to the stochastic Cahn-Hilliard equation (Q1827460)

The authors consider the Cahn-Hilliard equation on \(Q=[0,\pi]^d\) in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise and some coefficients have polynomial growth. First of all, the authors prove the existence of a solution to this equation in dimensions 4 and 5. Since the coefficients have polynomial growth they begin by proving the existence of a unique solution to a modified equation obtained by using truncated coefficients. Then they use some a priori estimates to obtain the existence of a solution \(u\) to the initial equation in \([0,T]\). The authors also prove the Hölder regularity of the trajectories of the solution \(u\) and the existence of density of the law of \(u(t,x)\) for \(t>0\) and \(x \in (0,\pi)^d\). In order to obtain the absolute continuity of the law of \(u(t,x)\) it is necessary to impose more regularity and non-degenerate conditions on the coefficients. One of the main tools of this work is an accurate study of general estimates on stochastic integrals, involving parabolic operators in the sense of Petrovskii, with respect to a space correlated noise.