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.
2014
42
1297
1336
Sandra Cerrai; Giuseppe Da Prato
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/947199
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