Malliavin calculus for regularity structures: the case of gPAM (Q333128)

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Malliavin calculus for regularity structures: the case of gPAM
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    Malliavin calculus for regularity structures: the case of gPAM (English)
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    9 November 2016
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    The purpose of the paper is to implement Malliavin calculus in the context of the theory of regularity structures [\textit{M. Hairer}, Invent. Math. 198, No. 2, 269--504 (2014; Zbl 1332.60093)]. The theory of regularity structures has its roots in the theory of rough paths for SPDEs and represents its generalization to higher dimensions. It is an algebraic framework that allows to solve and study the solutions to semilinear SPDEs with highly irregular random input. Malliavin calculus, on the other hand, represents a highly significant tool for the study of smoothness and regularity of solutions to SPDEs, especially through the study of densities of the solutions. The construction is carried out on the example of the generalized parabolic Anderson model (gPAM) in two dimensions for which the authors establish existence of a density at positive times. Hence, the studied model is \[ (\partial_t-\Delta)u=g(u)\xi,\quad u(0,\cdot)=u_0(\cdot), \] where \(\xi=\xi(x,\omega)\) is spatial white noise on a two-dimensional torus and \(g\) is sufficiently smooth. It is a feature of the regularity structures' theory that each SPDE requires a customized approach involving specific regularizations, therefore the Malliavin framework is established on the example of the gPAM's regularity structure. However, this is only the first paper dealing with the applications of Malliavin calculus within regularity structures, and the blueprint laid out by the authors can be adapted to other singular SPDEs.
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    regularity structures
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    Malliavin calculus
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    generalized parabolic Anderson model
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    singular stochastic PDEs
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