Hypercontractivity for Stochastic Hamiltonian Systems

arXiv1409.1995MaRDI QIDQ6254445FDOQ6254445

Authors: Feng-Yu Wang 

Publication date: 6 September 2014

Abstract: The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability measure in entropy (thus, also in $L^2$), and is compact for large time. Since the log-Sobolev inequality is invalid for the associated Dirichlet form, we introduce a general result on the hypercontractivity using the Harnack inequality with power. The main results are illustrated by concrete examples.

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