Dissipative stochastic equations in Hilbert space with time dependent coefficients (Q2460789): Difference between revisions

Let \(X(t,s,x)\) be the mild solution of a dissipative stochastic equation in a Hilbert space \(H\) with time dependent coefficients and let \(P_{s,t}\) be the associated evolution operators, i.e., \(P_{s,t}\varphi(x):= \mathbb{E}[\varphi(X(t,s,x))]\). The authors prove the existence and, under a suitable condition, uniqueness of an evolution system of probability measures \((\nu_t)_{t\in \mathbb{R}}\) on \(H\) associated to \(X\), i.e., \[ \int_H P_{s,t}\,\varphi(x) \, \nu_s(dx) = \int_H \varphi(x) \, \nu_t(dx) \] for all \(s<t\) and for all continuous and bounded functions \(\varphi:H\rightarrow \mathbb{R}\). The authors obtain, in particular, a natural generalization of the strong mixing property for an autonomous dissipative system.