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Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
Authors:Joris Bierkens
Institution:Centrum Wiskunde & Informatica, Amsterdam, The Netherlands
Abstract:The strong Feller property is an important quality of Markov semigroups which helps for example in establishing uniqueness of invariant measure. Unfortunately degenerate stochastic evolutions, such as stochastic delay equations, do not possess this property. However the eventual strong Feller property is sufficient in establishing uniqueness of invariant probability measure. In this paper we provide operator theoretic conditions under which a stochastic evolution equation with additive noise possesses the eventual strong Feller property. The results are used to establish uniqueness of invariant probability measure for stochastic delay equations and stochastic partial differential equations with delay, with an application in neural networks.
Keywords:Stochastic evolution equations  Malliavin calculus  Stochastic delay equations
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