Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications |
| |
Authors: | Abdelhadi Es-Sarhir |
| |
Affiliation: | a Technische Universität Berlin, Fakultät II, Institut für Mathematik, Sekr. Ma 7-4, Straße des 17. Juni 136, D-10623 Berlin, Germany b Technische Universität Darmstadt, Fachbereich Mathematik, Schloßgartenstraße 7, D-64289 Darmstadt, Germany |
| |
Abstract: | We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As an application, we combine such estimates with a new technique to prove the L1-uniqueness of the induced Kolmogorov operator, defined on a space of cylindrical functions. Finally, examples of stochastic Burgers equations and thin-film growth models are given to illustrate our abstract result. |
| |
Keywords: | Stochastic differential equations Invariant measures Moment estimates Stochastic Burgers equations |
本文献已被 ScienceDirect 等数据库收录! |
|