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

invariant measurestochastic Burgers equationFomin differentiability

Mathematics Subject Classification ID

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

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.

Recommendations

• Stochastic burgers equation with correlated noise
• scientific article; zbMATH DE number 5066253
• Invariant measures for Burgers equation with stochastic forcing
• Ergodic properties of fractional stochastic Burgers equation
• The stochastic Burgers equation

Cited in

(9)

• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• Gradient estimates for SDEs without monotonicity type conditions
• BV functions in Hilbert spaces
• 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
• An integral inequality for the invariant measure of a stochastic reaction-diffusion equation
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• Gradient estimates and maximal dissipativity for the Kolmogorov operator in \(\Phi^4_2\)

This page was built for publication: Estimate for \(P_{t}D\) for the stochastic Burgers equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330700)