Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators

DOI10.1007/BF01195918zbMath0852.60071MaRDI QIDQ1914384

Vladimir I. Bogachev, Giuseppe Da Prato, Michael Roeckner

Publication date: 2 December 1996

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

Sobolev space; Fréchet derivative; Lipschitz continuous; generalized invariant measure

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

47D06: One-parameter semigroups and linear evolution equations

31C25: Dirichlet forms

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

35G10: Initial value problems for linear higher-order PDEs

35R15: PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables)

35K25: Higher-order parabolic equations

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Cites Work

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• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Stochastic Equations in Infinite Dimensions