Absolute continuity of the law of the solution of a parabolic SPDE
One considers the solution \(u(t,x)\), \(0<x<1\), of a stochastic partial differential equation driven by space-time white noise with an initial condition at time \(t=0\), and with the Dirichlet condition \(u=0\) for \(x=0\) or 1. The existence of a density for the law of \(u(t,x)\) is studied by means of the Malliavin calculus, and a criterion dealing with the non- degeneracy of the coefficient of the equation is obtained. An important point in this study is to write the equation in a rigorous form; then one has to study the Malliavin derivative of the solution.
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