Stochastic partial differential equations: Kolmogorov operators and invariant measures

DOI10.1365/S13291-011-0016-9MaRDI QIDQ547262zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(14)

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

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