English

A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise

Analysis of PDEs 2012-12-24 v1

Abstract

We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type, in the Banach space EE of continuous functions. By analyzing the smoothing properties of the associated transition semigroup, we prove a modification of the classical identit\'e du carr\'e di champs that applies to the present non-Hilbertian setting. As an application of this identity, we construct the Sobolev space W1,2(E;μ)W^{1,2}(E;\mu), where μ\mu is an invariant measure for the system, and we prove the validity of the Poincar\'e inequality and of the spectral gap.

Keywords

Cite

@article{arxiv.1212.5376,
  title  = {A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise},
  author = {Sandra Cerrai and Giuseppe Da Prato},
  journal= {arXiv preprint arXiv:1212.5376},
  year   = {2012}
}

Comments

Key words: Stochastic reaction-diffusion equations, Kolmogorov operators, Poincar\'e inequality, spectral gap, Sobolev spaces in infinite dimensional spaces