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On a class of stochastic semilinear PDE's

Probability 2007-05-23 v1

Abstract

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space L2(H;ν)L^2(H;\nu), where ν\nu is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincar\'e inequality, a logarithmic Sobolev inequality and the ipercontractivity of the transition semigroup.

Keywords

Cite

@article{arxiv.math/0509446,
  title  = {On a class of stochastic semilinear PDE's},
  author = {Luigi Manca},
  journal= {arXiv preprint arXiv:math/0509446},
  year   = {2007}
}

Comments

28 pages