An integral inequality for the invariant measure of a stochastic reaction-diffusion equation

DOI10.1007/S00028-016-0349-ZMaRDI QIDQ2397409zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, A. Debussche

Publication date 22 May 2017

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.07133

zbMATH Keywords

Malliavin calculusinvariant measureHilbert spacesintegration by partsFomin differentiabilitystochastic reaction-diffusion equationsurface integrals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Abstract: We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove an integral inequality for the invariant measure $u$ of a stochastic reaction--diffusion equation. Then we discuss some consequences as an integration by parts formula which extends to $u$ a basic identity of the Malliavin Calculus. Finally, we prove the existence of a surface measure for a ball and a half-space of $H$.

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Cited in

(9)

• Invariance for stochastic reaction-diffusion equations
• BV functions in Hilbert spaces
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
• Absolutely continuous solutions for continuity equations in Hilbert spaces
• Gradient estimates and maximal dissipativity for the Kolmogorov operator in \(\Phi^4_2\)
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• Stability of invariant measure of a stochastic differential equation describing molecular rotation
• Closability of quadratic forms associated to invariant probability measures of SPDEs

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