Semilinear stochastic equations for symmetric diffusions (Q4385262)

The author gives sufficient conditions for the existence of a symmetric diffusion which is a weak solution to the semilinear stochastic differential equation \(dX_t=-({1\over 2}AX_t+F(X_t))+dW_t\) in a separable Hilbert space. Moreover, under these conditions an invariant measure exists, it is given explicitly and is proved to be ergodic. In the construction of the solution, the Dirichlet form techniques are combined with semigroup arguments. The most remarkable feature of this result are relatively weak assumptions imposed on the non-linear term \(F\).