Strong Feller property and irreducibility for diffusions on Hilbert spaces

DOI10.1214/AOP/1176988381MaRDI QIDQ1897178zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

invariant measureirreducibilitystochastic evolution equationstrong Feller property

Mathematics Subject Classification ID

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)

• Approximating the coefficients in semilinear stochastic partial differential equations
• A central limit theorem for stochastic heat equations in random environment
• Differentiable measures and the Malliavin calculus
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• Stationary solutions of nonlinear stochastic evolution equations¹
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Smoothing properties of nonlinear stochastic equations in Hilbert spaces
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
• Diffusion models for double-ended queues with renewal arrival processes
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
• Strong feller property and irreducibility of diffusions with jumps
• Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients
• Geometric ergodicity for stochastic pdes
• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
• Irreducibility and strong Feller property for non-linear SPDEs
• On a unique ergodicity of some Markov processes
• On ergodicity of some Markov processes
• The small time asymptotics of SPDEs with reflection
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
• Null controllability and strong feller property of markov transition semigroups
• Long-time behaviour of nonautonomous SPDE's.
• Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
• On ergodic control of stochastic evolution equations
• Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Invariant measures for stochastic evolution equations in M-type 2 Banach spaces
• scientific article; zbMATH DE number 1779821 (Why is no real title available?)
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• HJB equations in infinite dimensions under weak regularizing properties
• Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
• On some smoothening effects of the transition semigroup of a Lévy process
• Strong Feller solutions to SPDE's are strong Feller in the weak topology
• Ergodicity of the 2-D Navier-Stokes equation under random perturbations
• Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
• A new proof of Doob's theorem
• Stochastic Cahn-Hilliard equation
• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
• Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
• Regularity of semigroups generated by Lévy type operators via coupling
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• Stability of the heat equation driven by an impulsive noise
• Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
• Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure
• Ergodic behaviour of stochastic parabolic equations
• Irreducibility of the 3-D stochastic Navier-Stokes equation
• Large deviations for invariant measures of stochastic differential equations with jumps
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• On the existence and explicit estimates for the coupling property of Lévy processes with drift
• Mild solutions of semilinear elliptic equations in Hilbert spaces
• Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
• On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
• An invariance principle for stochastic heat equations with periodic coefficients
• Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
• A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
• Existence and ergodicity for the two-dimensional stochastic Allen-Cahn-Navier-Stokes equations
• The law of the iterated logarithm for passive tracer in a two-dimensional flow
• Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
• \(L^2\)-theory for transition semigroups associated to dissipative systems
• Invariant measures for nonlinear conservation laws driven by stochastic forcing
• Ergodicity of stochastic Burgers system with dissipative term
• Schauder regularity results in separable Hilbert spaces
• Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications
• Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
• Solving stochastic equations with unbounded nonlinear perturbations
• Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces

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