Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (Q984418): Difference between revisions

The authors studies the following semilinear stochastic evolution equation, \[ dX(t) = (AX(t)+B(X(t)))dt + \sqrt{Q} dW_t, \quad t \geq 0, \] defined on a separable real Hilbert space \(H\). Their goal is to obtain improved moment estimates of invariant measures of the above equation. To do that they use an idea of \textit{F. Flandoli} and \textit{D. Gatarek} [Probab. Theory Relat. Fields 102, No.3, 367--391 (1995; Zbl 0831.60072)].