A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise

DOI10.1214/13-AOP853zbMATH Open1318.60068arXiv1212.5376OpenAlexW2015108784MaRDI QIDQ400560FDOQ400560

Authors: Sandra Cerrai, Guiseppe Da Prato 

Publication date: 22 August 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type, in the Banach space $E$ of continuous functions. By analyzing the smoothing properties of the associated transition semigroup, we prove a modification of the classical identit'e du carr'e di champs that applies to the present non-Hilbertian setting. As an application of this identity, we construct the Sobolev space $W^{1,2}(E;mu)$, where $mu$ is an invariant measure for the system, and we prove the validity of the Poincar'e inequality and of the spectral gap.

Full work available at URL: https://arxiv.org/abs/1212.5376

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zbMATH Keywords

Sobolev spacesspectral gapstochastic reaction-diffusion equationsKolmogorov operatorsPoincaré inequality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Cites Work

• Stochastic Equations in Infinite Dimensions
• White noise driven SPDEs with reflection
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• Second order PDE's in finite and infinite dimension
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• Stabilization by noise for a class of stochastic reaction-diffusion equations
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• Asymptotic behavior of systems of stochastic partial differential equations with multiplicative noise
• On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
• A Hille-Yosida theorem for weakly continuous semigroups
• Some properties of invariant measures of non symmetric dissipative stochastic systems

Cited In (5)

• Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• Infinite-dimensional calculus under weak spatial regularity of the processes
• Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
• \(L^2\)-theory for transition semigroups associated to dissipative systems

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