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

DOI10.3934/dcdsb.2016085zbMath1353.60052arXiv1512.06207WikidataQ115219248 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 equations; invariant measure; gradient operator; Fomin derivative

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H07: Stochastic calculus of variations and the Malliavin calculus

37L40: Invariant measures for infinite-dimensional dissipative dynamical systems