Malliavin calculus for fractional heat equation
arXiv:1109.0422
Abstract
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent tools of Young integration for convolutional integrals combined with stochastic analysis methods for the study of laws of random variables defined on a Wiener space.
Dedicated to David Nualart on occasion of his 60th birthday