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

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

2009-11-06

arxiv.org/abs/0911.1206v2

Mathematics

Probability

19 pages

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-391037