Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions (Q531853): Difference between revisions

A stochastic delay differential equation with additive noise can be modeled as a stochastic Cauchy problem in some Hilbert space \(H\) of the form \[ dX(t) = [AX + F(X)]dt + G dW(t), \quad t \geq 0,\;\text{ a.s.}, \] \[ X(0)=x \;\text{ a.s.}, \] where \(A\) is the generator of the delay semigroup, \(F\) a sufficiently smooth function and \(G\) a linear operator mapping the Wiener process \(W\) into \(H\). In this paper, the author establishes sufficient conditions for the uniqueness of the invariant probability measure for the degenerate stochastic Cauchy problem. The author combines methods from the semigroup approach and from Malliavin calculus. The main result of this paper is applied to stochastic delay differential equations and stochastic partial differential equations with delay.