Integration by Parts formula for SPDEs with Multiplicative Noise and its Applications

2016/10/10 by Huang, Xing, Zhang, Shao-Qin, Liu, Li-Xia
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1610.02778

Abstract

By using the Malliavin calculus, the Driver-type integration by parts formula is established for the semigroup associated to to SPDEs with Multiplicative Noise. Moreover, estimates on the density of heat kernel w.r.t. Lebesgue measure are obtained in finite dimension case.

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