Smoothness of the joint density for spatially homogeneous SPDEs

preprint2014arXivOpen access

Abstract

In this paper we consider a general class of second order stochastic partial differential equations on Rd\mathbb{R}^d driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of Malliavin calculus we derive the smoothness of the density of the solution at a fixed number of points (t,x1),…,(t,xn)(t,x_1), \dots, (t,x_n), t>0t>0, assuming some suitable regularity and non degeneracy assumptions. We also prove that the density is strictly positive in the interior of the support of the law.

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