We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbedby a noise of multiplicative type, in the Banach space E of continuous functions. By analyzing the smoothing properties of the associated transition semigroup, we prove a modification of the classical identité du carré des champs that applies to the present non-Hilbertian setting. As an application of this identity, we construct the Sobolev space W1,2(E; μ), where μ is an invariant measure for the system, and we prove the validity of the Poincaré inequality and of the spectral gap. © Institute of Mathematical Statistics, 2014.
A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise / Sandra Cerrai; Giuseppe Da Prato. - In: ANNALS OF PROBABILITY. - ISSN 0091-1798. - STAMPA. - 42:(2014), pp. 1297-1336. [10.1214/13-AOP853]
A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
CERRAI, SANDRA;
2014
Abstract
We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbedby a noise of multiplicative type, in the Banach space E of continuous functions. By analyzing the smoothing properties of the associated transition semigroup, we prove a modification of the classical identité du carré des champs that applies to the present non-Hilbertian setting. As an application of this identity, we construct the Sobolev space W1,2(E; μ), where μ is an invariant measure for the system, and we prove the validity of the Poincaré inequality and of the spectral gap. © Institute of Mathematical Statistics, 2014.File | Dimensione | Formato | |
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