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Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation

We prove the existence of an invariant measure [mu] for the transition semigroup Pt associated with the fast diffusion porous media equation in a bounded domain , perturbed by a Gaussian noise. The Kolmogorov infinitesimal generator N of Pt in is characterized as the closure of a second-order elliptic operator in . Moreover, we construct the Sobolev space and prove that .
Year of publication:
2010
Authors: Barbu, Viorel ; Da Prato, Giuseppe
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 7, p. 1247-1266
Publisher: Elsevier
Keywords: Fast diffusion equations Stochastic equations Invariant measure Sobolev space Kolmogorov equations
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008872736
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