Semilinear stochastic equations for symmetric diffusions

DOI10.1080/17442509808834138MaRDI QIDQ4385262zbMATH OpenOpenAlexFDO

Authors Stefan Mück

Publication date 5 August 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834138

zbMATH Keywords

Dirichlet formsstochastic differential equationssymmetrizable reversible diffusions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

Review text

The author gives sufficient conditions for the existence of a symmetric diffusion which is a weak solution to the semilinear stochastic differential equation \(dX_t=-({1\over 2}AX_t+F(X_t))+dW_t\) in a separable Hilbert space. Moreover, under these conditions an invariant measure exists, it is given explicitly and is proved to be ergodic. In the construction of the solution, the Dirichlet form techniques are combined with semigroup arguments. The most remarkable feature of this result are relatively weak assumptions imposed on the non-linear term \(F\).

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(8)

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• Small-time Gaussian behavior of symmetric diffusion semigroups
• A gradient flow formulation for the stochastic Amari neural field model
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• Semismooth Potentials of Stochastic Systems With Degenerate Diffusions
• Semi-linear diffusion in R^D and in Hilbert spaces, a Feynman-Wiener path integral study
• On diffusion processes and their semigroups in Hilbert spaces with an application to interacting stochastic systems

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