Smoothness of the joint density for spatially homogeneous SPDEs (Q904201)

The aim of the paper is to prove the smoothness and positivity of the density of the mild solution to the stochastic partial differential equation \[ Lu(t,x)= b(u(t,x)) +\sigma(u(t,x))\dot{W}(t,x),\qquad t\geq0,\quad x\in {\mathbb R}^d, \] in which \(L\) denotes a second order partial differential operator. There are two main theorems in this paper. The first one claims that if the coefficients \(b\) and \(\sigma\) are functions of class \(C^{\infty}\) with bounded derivatives of all orders, then the random vector \(u(t,x)\) has a \(C^{\infty}\) density with respect to the Lebesgue measure on \({\mathbb R}^d\). The second one says that, under the same hypotheses, the law of the random vector \(u(t,x)\) has a density which is positive on the interior of the support of the law of \(u(t,x)\). Finally, the authors apply the results to the stochastic heat and wave equations with spatial covariances given by the Riesz, Bessel and fractional kernels.