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

Fomin differentiabilityHilbert spacesintegration by partsinvariant measureMalliavin calculusstochastic reaction-diffusion equationsurface integrals

Mathematics Subject Classification ID

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

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

(10)

• Invariance for stochastic reaction-diffusion equations
• Gradient estimates and maximal dissipativity for the Kolmogorov operator in \(\Phi^4_2\)
• Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
• Absolutely continuous solutions for continuity equations 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
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• scientific article; zbMATH DE number 879959 (Why is no real title available?)
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• BV functions in Hilbert spaces

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