On Pointwise Malliavin Differentiability of Solutions to Semilinear Parabolic SPDEs

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such equations are driven by multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a locally Lipschitz continuous function satisfying suitable polynomial growth bounds. The main arguments rely on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces, monotonicity, and a comparison principle.

On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs Carlo Marinelli December 31, 2021 Abstract arXiv:2201.00053v1 [math.PR] 31 Dec 2021 We obtain estimates on the first-order…

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