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arXiv · 0911.1206

Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications

Abdelhadi Es-Sarhir·Wilhelm Stannat
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Abstract

We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As an application, we combine such estimates with a new technique to prove the $L^1$-uniqueness of the induced Kolmogorov operator, defined on a space of cylindrical functions. Finally, examples of stochastic Burgers equations and thin-film growth models are given to illustrate our abstract result.

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Abdelhadi Es-Sarhir, Wilhelm Stannat. 2009-11-06. Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications. https://doi.org/10.1016/j.jfa.2010.02.017

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