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arxiv: 1304.3688 · v2 · pith:BXG6FEGVnew · submitted 2013-04-12 · 🧮 math.PR

A version of H\"ormander's theorem in 2-smooth Banach spaces

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keywords banachmeasureormandersmoothunderabsolutelyapplybounded
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We consider a stochastic evolution equation in a 2-smooth Banach space with a densely and continuously embedded Hilbert subspace. We prove that under H\"ormander's bracket condition, the image measure of the solution law under any finite-rank bounded linear operator is absolutely continuous with respect to the Lebesgue measure. To obtain this result, we apply methods of the Malliavin calculus.

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