Existence and uniqueness of invariant measures: An approach via sectorial forms (Q1968772)

The authors consider the problem of existence and uniqueness of invariant measures for semigroups associated to certain Dirichlet forms in a finite and infinite dimensional setting. These Dirichlet forms are of diffusion type in an \(L^2\)-space with respect to a probability measure \(\mu\) perturbed by an additional drift term. The methods used in the proofs rely on the theory of sectorial forms on a purely analytical level. They obtain the following uniqueness result: assume the Dirichlet form is irreducible and there exists an invariant measure which is absolutely continuous w.r.t. \(\mu\) with density in \(L^2(\mu)\). Then this invariant measure is the only one which is absolutely continuous w.r.t. \(\mu\). The existence result is based on classical Fredholm theory and assumes the compactness of the embedding of the domain of the form in \(L^2(\mu)\). Under this condition there is always an invariant measure, which has a density w.r.t. \(\mu\) even in the domain of the form. In order to get sufficient conditions that provide the compact embedding, first the finite dimensional case is treated. If the underlying measure \(\mu\) has a density w.r.t. the Lebesgue measure which satisfies the so-called Hamza condition, then the authors prove that the defective Log-Sobolev inequality, a weakened form of the usual one, implies the compactness of the embedding. In infinite dimensional situations, apart from some special cases, the compactness usually does not hold. Therefore the authors give another existence result, which is based on the finite dimensional result, but avoids the compactness assumption: an invariant measure exists if the defective Log-Sobolev inequality holds and finite dimensional projections of \(\mu\) satisfy the Hamza condition. As a by-product of the article the authors also obtain some results for general sectorial forms which are of interest by their own, for example a modified kind of Duhamel formula involving the forms instead of the generators.