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 , where 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