2009/10/02 by Hairer, Martin
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.0910.0315
We consider semilinear parabolic stochastic PDEs driven by additive noise. The question addressed in this note is that of the regularity of transition probabilities. If the equation satisfies a Hormander 'bracket condition', then any finite-dimensional projection of the solution has a smooth density with respect to Lebesgue measure. One key ingredient in the argument is a bound on 'Wiener polynomials' that plays a role analogue to Norris' lemma.