Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (Q984418)
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English | Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications |
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Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (English)
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19 July 2010
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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)].
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stochastic differential equations
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invariant measures
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moment estimates
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stochastic Burgers equations
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