Smoothness of the joint density for spatially homogeneous SPDEs

抄録

In this paper we consider a general class of second order stochastic partial differential equations on ℝ^d driven by a Gaussian noise which is white in time and 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,x_n), t > 0, with some suitable regularity and nondegeneracy assumptions. We also prove that the density is strictly positive in the interior of the support of the law.