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Malliavin Calculus for regularity structures: the case of gPAM
dc.contributor.author | Cannizzaro, Giuseppe | |
dc.contributor.author | Friz, Peter K. | |
dc.contributor.author | Gassiat, Paul | |
dc.date.accessioned | 2016-06-23T05:45:06Z | |
dc.date.available | 2019-06-28T08:10:11Z | |
dc.date.issued | 2015 | |
dc.description.abstract | 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 L2-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. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/2712 | |
dc.language.iso | eng | eng |
dc.publisher | Cambridge : arXiv | eng |
dc.relation.uri | http://arxiv.org/abs/1511.08888 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Probability | eng |
dc.title | Malliavin Calculus for regularity structures: the case of gPAM | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |