Abstract for the talk on 01.02.2019 (11:00 h)

Arbeitsgemeinschaft ANGEWANDTE ANALYSIS

Andris Gerasimovics (Imperial College London)
Hörmander’s Theorem for semilinear SPDEs
01.02.2019, 11:00 h, MPI für Mathematik in den Naturwissenschaften Leipzig, A3 01 (Sophus-Lie-SR)

We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of Hörmander's bracket condition holds, the Malliavin matrix of the solution is an operator with dense range. In particular, we show that the laws of finite-dimensional projections of such solutions admit smooth densities with respect to Lebesgue measure. The main idea is to develop a robust pathwise solution theory for such SPDEs using rough paths theory, which then allows us to use a pathwise version of Norris's lemma to work directly on the Malliavin matrix, instead of the "reduced Malliavin matrix" which is not available in this context.

On our way of proving this result, we develop some new tools for the theory of rough paths like a rough Fubini theorem and a deterministic mild Itô formula for rough PDEs.

 

This is a joint work with Martin Hairer.

 

21.12.2018, 11:33