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

DOI10.1016/J.JFA.2010.02.017MaRDI QIDQ984418zbMATH OpenOpenAlexFDO

Authors Abdelhadi Es-Sarhir, Wilhelm Stannat

Publication date 19 July 2010

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

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

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)

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.

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Cited in

(7)

• Moment estimates for invariant measures of stochastic Burgers equations
• Stochastic PDEs and lack of regularity: a surface growth equation with noise: existence, uniqueness, and blow-up
• Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach
• A dynamical system in a Hilbert space with a weakly attractive nonstationary point
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
• Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

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