An integral inequality for the invariant measure of some finite dimensional stochastic differential equation

DOI10.3934/dcdsb.2016085zbMath1353.60052arXiv1512.06207OpenAlexW2964270619WikidataQ115219248 ScholiaQ115219248MaRDI QIDQ727468

Giuseppe Da Prato

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.06207

zbMATH Keywords

stochastic differential equationsinvariant measuregradient operatorFomin derivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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