scientific article; zbMATH DE number 1779808

MaRDI QIDQ4543005zbMATH OpenFDO

Authors Anna Chojnowska-Michalik

Publication date 14 October 2002

zbMATH Keywords

densityGirsanov transformhyperboundednessinvariant measurelog Sobolev inequalitystochastic semilinear equationstransition semigroups

Mathematics Subject Classification ID

Linear differential equations in abstract spaces (34G10) One-parameter semigroups and linear evolution equations (47D06) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The stochastic evolution equation \(dX_t=(AX_t + F(X_t)) dt + Bd W_t\) on a Hilbert space \(H\) is considered, where \(W\) is a Wiener process and \(F\) is a Borel mapping form \(H\) to \(H\). Assuming the corresponding nonsymmetric Ornstein-Uhlenbeck process has an invariant measure \(\mu\), the transition semigroup \((P_t)\) is studied in the \(L^p(H,\mu)\) spaces. In the case of bounded \(F\) or of exponentially integrable \(F\), sufficient conditions are provided for the hyperboundedness of \(P_t\) and the log Sobolev inequality to hold, respectively. Moreover, the existence of an invariant measure for \((P_t)\) with density w.r.t. \(\mu\) is investigated and some counterexamples are presented. For the entire collection see [Zbl 0986.00012].

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(9)

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• \( \sigma \)-finite invariant densities for eventually conservative Markov operators
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• Fine properties of stochastic evolution equations and their applications
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• scientific article; zbMATH DE number 4064185 (Why is no real title available?)
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• Smoothness of the transition densities corresponding to certain stochastic equations on a Hilbert space
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs

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