On generators of transition semigroups associated to semilinear stochastic partial differential equations
Abstract
Let be a real separable Hilbert space. Let be a linear, self-adjoint, positive, trace class operator on , let be a (smooth enough) function and let be a -valued cylindrical Wiener process. For we consider the operator . We are interested in the mild solution of the semilinear stochastic partial differential equation \begin{gather} \left\{\begin{array}{ll} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ Q^{\alpha}dW(t), & t>0;\\ X(0,x)=x\in \mathcal{X}, \end{array} \right. \end{gather} and in its associated transition semigroup \begin{align} P(t)\varphi(x):=E[\varphi(X(t,x))], \qquad \varphi\in B_b(\mathcal{X}),\ t\geq 0,\ x\in \mathcal{X}; \end{align} where is the space of the real-valued, bounded and Borel measurable functions on . In this paper we study the behavior of the semigroup in the space , where is the unique invariant probability measure of \eqref{Tropical}, when is dissipative and has polynomial growth. Then we prove the logarithmic Sobolev and the Poincar\'e inequalities and we study the maximal Sobolev regularity for the stationary equation where is the infinitesimal generator of in .
Keywords
Cite
@article{arxiv.2010.03908,
title = {On generators of transition semigroups associated to semilinear stochastic partial differential equations},
author = {D. A. Bignamini and S. Ferrari},
journal= {arXiv preprint arXiv:2010.03908},
year = {2024}
}