Estimate for P_tD for the stochastic Burgers equation

DOI10.1214/15-AIHP685MaRDI QIDQ330700zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, A. Debussche

Publication date 26 October 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.7426, https://projecteuclid.org/euclid.aihp/1469723519

zbMATH Keywords

Fomin differentiabilityinvariant measurestochastic Burgers equation

Mathematics Subject Classification ID

PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and the corresponding transition semigroup $P_t$. We prove a new formula for $P_{t}Dvarphi$ (where $varphi:HoR$ is bounded and Borel) which depends on $varphi$ but not on its derivative. Then we deduce some new consequences for the invariant measure $u$ of $P_t$ as its Fomin differentiability and an integration by parts formula which generalises the classical one for gaussian measures.

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Cited in

(10)

• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Gradient estimates for SDEs without monotonicity type conditions
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
• Gradient estimates and maximal dissipativity for the Kolmogorov operator in \(\Phi^4_2\)
• An integral inequality for the invariant measure of a stochastic reaction-diffusion equation
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• BV functions in Hilbert spaces

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