Abstract
We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on \(L^2(\mathcal{O})\) (evaluated at fixed points in time and space), where \(\mathcal{O}\) is an open bounded domain in ℝd with smooth boundary. The equation is driven by an additive Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be (maximal) monotone, continuously differentiable, and growing not faster than a polynomial. The proof uses tools of the Malliavin calculus combined with methods coming from the theory of maximal monotone operators.
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Marinelli, C., Nualart, E. & Quer-Sardanyons, L. Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic SPDEs. Potential Anal 39, 287–311 (2013). https://doi.org/10.1007/s11118-012-9330-9
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DOI: https://doi.org/10.1007/s11118-012-9330-9