Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications

DOI10.1016/J.JFA.2010.02.017zbMATH Open1202.60097arXiv0911.1206OpenAlexW2963476493MaRDI QIDQ984418FDOQ984418

Authors: Abdelhadi Es-Sarhir, Wilhelm Stannat 

Publication date: 19 July 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As an application, we combine such estimates with a new technique to prove the $L^1$-uniqueness of the induced Kolmogorov operator, defined on a space of cylindrical functions. Finally, examples of stochastic Burgers equations and thin-film growth models are given to illustrate our abstract result.

Full work available at URL: https://arxiv.org/abs/0911.1206

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zbMATH Keywords

invariant measuresstochastic differential equationsmoment estimatesstochastic Burgers equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

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Cited In (7)

• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• A dynamical system in a Hilbert space with a weakly attractive nonstationary point
• Moment estimates for invariant measures of stochastic Burgers equations
• Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
• Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach
• 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

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