Malliavin calculus for regularity structures: The case of gPAM
Résumé
Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, notably an extension of the structure which accomodates a robust, and purely deterministic, translation operator, in L 2-directions, between " models ". In the concrete context of the generalized parabolic Anderson model in 2D-one of the singular SPDEs discussed in the afore-mentioned article-we establish existence of a density at positive times.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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