Moment estimates for invariant measures of stochastic Burgers equations

被引：2

作者：

Shi, Yu ^{[1
]}

Liu, Bin ^{[2
]}

机构：

[1] Wuhan Univ Technol, Sch Sci, Wuhan, Peoples R China

[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2020年 / 2020卷 / 01期

关键词：

Kolmogorov operator; Stochastic Burgers equations; Transition semigroup; m-Dissipative; KOLMOGOROV EQUATIONS; ERGODICITY; SPDES;

D O I：

10.1186/s13662-019-2486-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we study moment estimates for the invariant measure of the stochastic Burgers equation with multiplicative noise. Based upon an a priori estimate for the stochastic convolution, we derive regularity properties on invariant measure. As an application, we prove smoothing properties for the transition semigroup by introducing an auxiliary semigroup. Finally, the m-dissipativity of the associated Kolmogorov operator is given.

引用

页数：21

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