The strong Feller property for singular stochastic PDEs
Probability
2017-04-26 v2 Mathematical Physics
Analysis of PDEs
math.MP
Abstract
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.
Keywords
Cite
@article{arxiv.1610.03415,
title = {The strong Feller property for singular stochastic PDEs},
author = {Martin Hairer and Jonathan Mattingly},
journal= {arXiv preprint arXiv:1610.03415},
year = {2017}
}
Comments
updated references and fixed typos