Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (Q984418): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications |
scientific article |
Statements
Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (English)
0 references
19 July 2010
0 references
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)].
0 references
stochastic differential equations
0 references
invariant measures
0 references
moment estimates
0 references
stochastic Burgers equations
0 references
