Stochastic partial differential equations: Kolmogorov operators and invariant measures

DOI10.1365/S13291-011-0016-9zbMATH Open1221.60093OpenAlexW2017951247MaRDI QIDQ547262FDOQ547262

Authors: Wilhelm Stannat 

Publication date: 1 July 2011

Published in: Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1365/s13291-011-0016-9

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zbMATH Keywords

stochastic partial differential equationsinvariant measuresmild solutionsmoment estimatesKolmogorov operators\(L^{p}\)-uniquenessKrylov-Bogoliubov theory

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) One-parameter continuous families of measure-preserving transformations (28D10)

Cited In (12)

• Kolmogorov equations for stochastic PDEs.
• Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
• Hitting with probability one for stochastic heat equations with additive noise
• Operator decomposable measures and stochastic difference equations
• Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach
• Stochastic functional Kolmogorov equations. I: Persistence
• Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
• Elliptic stochastic quantization
• Stochastic PDEs and lack of regularity: a surface growth equation with noise: existence, uniqueness, and blow-up
• Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• Invariant measures for stochastic partial differential equations in unbounded domains

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