Irreducibility and strong Feller property for non-linear SPDEs |
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Authors: | Shao-Qin Zhang |
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Institution: | School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, People's Republic of China |
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Abstract: | Under some non-degeneracy condition, the strong Feller property and irreducibility are studied for non-linear stochastic partial differential equations driven by multiplicative noise within the framework called ‘variational approach’. Our result for irreducibility can be applied to equations with locally monotone coefficients. In some special cases, we discuss the Hölder continuity of the associated Markov semigroups. The main results are applied to several examples such as stochastic Burgers equation, stochastic porous media equation and stochastic fast diffusion equation. |
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Keywords: | Strong Feller property irreducibility stochastic partial differential equations locally monotone coefficients |
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