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