Strong Feller property and irreducibility for diffusions on Hilbert spaces
DOI10.1214/AOP/1176988381zbMATH Open0831.60083OpenAlexW2082145278MaRDI QIDQ1897178FDOQ1897178
Authors: Szymon Peszat, Jerzy Zabczyk
Publication date: 25 January 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988381
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
Cited In (78)
- Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients
- Geometric ergodicity for stochastic pdes
- On ergodic control of stochastic evolution equations
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
- The small time asymptotics of SPDEs with reflection
- Stochastic Cahn-Hilliard equation
- Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
- Approximating the coefficients in semilinear stochastic partial differential equations
- Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Ergodic behaviour of stochastic parabolic equations
- Hypercontractivity for space-time white noise driven SPDEs with reflection
- Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
- Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
- On a unique ergodicity of some Markov processes
- Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
- Title not available (Why is that?)
- White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
- Large deviations for invariant measures of stochastic differential equations with jumps
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Strong Feller solutions to SPDE's are strong Feller in the weak topology
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
- Smoothing properties of nonlinear stochastic equations in Hilbert spaces
- Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
- Null controllability and strong feller property of markov transition semigroups
- HJB equations in infinite dimensions under weak regularizing properties
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
- On ergodicity of some Markov processes
- Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
- Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
- Ergodicity of the 2-D Navier-Stokes equation under random perturbations
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
- On generators of transition semigroups associated to semilinear stochastic partial differential equations
- Differentiable measures and the Malliavin calculus
- Long-time behaviour of nonautonomous SPDE's.
- Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
- Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces
- On the existence and explicit estimates for the coupling property of Lévy processes with drift
- Strong feller property and irreducibility of diffusions with jumps
- Invariant measures for stochastic evolution equations in M-type 2 Banach spaces
- Regularity of semigroups generated by Lévy type operators via coupling
- Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure
- On some smoothening effects of the transition semigroup of a Lévy process
- Homogenization for stochastic reaction-diffusion equations with singular perturbation term
- Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
- A central limit theorem for stochastic heat equations in random environment
- Stochastic evolution equations with a spatially homogeneous Wiener process
- Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
- On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
- Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces
- Irreducibility of the 3-D stochastic Navier-Stokes equation
- A new proof of Doob's theorem
- Stability of the heat equation driven by an impulsive noise
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Irreducibility and strong Feller property for non-linear SPDEs
- Diffusion models for double-ended queues with renewal arrival processes
- Stationary solutions of nonlinear stochastic evolution equations1
- Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
- The law of the iterated logarithm for passive tracer in a two-dimensional flow
- Ergodicity of stochastic Burgers system with dissipative term
- An invariance principle for stochastic heat equations with periodic coefficients
- Schauder regularity results in separable Hilbert spaces
- Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
- Solving stochastic equations with unbounded nonlinear perturbations
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
- Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
- \(L^2\)-theory for transition semigroups associated to dissipative systems
- Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
- Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
- Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
- Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications
- Existence and ergodicity for the two-dimensional stochastic Allen-Cahn-Navier-Stokes equations
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