Hormander's theorem for semilinear SPDEs

被引:26
作者
Gerasimovics, Andris [1 ]
Hairer, Martin [1 ]
机构
[1] Imperial Coll London, London, England
基金
欧洲研究理事会;
关键词
rough paths; rough PDEs; rough Fubini theorem; Hormander's condition; HYPOELLIPTIC SDES DRIVEN; NAVIER-STOKES EQUATIONS; STRONG FELLER PROPERTY; MALLIAVIN CALCULUS; DIFFERENTIAL-EQUATIONS; ERGODICITY; REGULARITY; FORMS;
D O I
10.1214/19-EJP387
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of Hormander's bracket condition holds, the Malliavin matrix of the solution is an operator with dense range. In particular, we show that the laws of finite-dimensional projections of such solutions admit smooth densities with respect to Lebesgue measure. The main idea is to develop a robust pathwise solution theory for such SPDEs using rough paths theory, which then allows us to use a pathwise version of Norris's lemma to work directly on the Malliavin matrix, instead of the "reduced Malliavin matrix" which is not available in this context. On our way of proving this result, we develop some new tools for the theory of rough paths like a rough Fubini theorem and a deterministic mild Ito formula for rough PDEs.
引用
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页数:56
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