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

DOI10.1007/S00028-016-0349-ZzbMATH Open1364.60080arXiv1511.07133OpenAlexW2963530496MaRDI QIDQ2397409FDOQ2397409

Authors: Guiseppe Da Prato, A. Debussche 

Publication date: 22 May 2017

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

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 $H$.

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

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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)

Cites Work

• Paracontrolled distributions and the 3-dimensional stochastic quantization equation
• A theory of regularity structures
• Hausdorff measures on the Wiener space.
• Strong solutions to the stochastic quantization equations.
• Kolmogorov equations for stochastic PDEs.
• Surface measures in infinite-dimensional spaces
• Surface measures generated by differentiable measures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Surface measures in infinite dimension
• Second order PDE's in finite and infinite dimension
• Estimate for \(P_{t}D\) for the stochastic Burgers equation
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces

Cited In (8)

• BV functions in Hilbert spaces
• 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
• Invariance for stochastic reaction-diffusion equations

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