Strong feller property for stochastic semilinear equations

DOI10.1080/07362999508809381zbMath0817.60081OpenAlexW2161538415MaRDI QIDQ4326439

Zabczyk, Jerzy, K. David Elworthy, Giuseppe Da Prato

Publication date: 20 March 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809381

zbMATH Keywords

stochastic differential equationstochastic flowstrong Feller property

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Stochastic analysis (60H99)

Related Items (22)

Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control ⋮ The strong Feller property for singular stochastic PDEs ⋮ Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Ergodicity of the 2-D Navier-Stokes equation under random perturbations ⋮ On the strong Feller property for stochastic delay differential equations with singular drift ⋮ Unique ergodicity for a class of stochastic hyperbolic equations with additive space-time white noise ⋮ Invariant measures for stochastic evolution equations in M-type 2 Banach spaces ⋮ Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises ⋮ Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion ⋮ Long-time behaviour of nonautonomous SPDE's. ⋮ Diffusion semigroups in spaces of continuous functions with mixed topology ⋮ Asymptotic behaviour of stochastic quasi dissipative systems ⋮ Hörmander's theorem for semilinear SPDEs ⋮ Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces ⋮ Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term ⋮ On a Class of Stochastic Semilinear PDEs ⋮ Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure ⋮ Differentiable measures and the Malliavin calculus ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk ⋮ Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation ⋮ A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces)
• Potential theory on Hilbert space
• Smoothing properties of transition semigroups in hilbert spaces
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
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