Closability of Quadratic Forms Associated to Invariant Probability Measures of SPDEs

Michael Rockner; Feng-Yu Wang

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arXiv · 1607.02563

Closability of Quadratic Forms Associated to Invariant Probability Measures of SPDEs

Michael Rockner·Feng-Yu Wang

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Abstract

By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs, infinite-dimensional stochastic Hamiltonian systems, and semilinear SPDEs with delay.

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Michael Rockner, Feng-Yu Wang. 2016-07-09. Closability of Quadratic Forms Associated to Invariant Probability Measures of SPDEs. https://arxiv.org/abs/1607.02563

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