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

共 50 条

[41] Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations
Malyshkin, MN
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2000, 45 (03) : 466 - 479
[42] Transition measures for the stochastic Burgers equation
Mattingly, Jonathan C.
Suidan, Toufic M.
INTEGRABLE SYSTEMS AND RANDOM MATRICES: IN HONOR OF PERCY DEIFT, 2008, 458 : 409 - 418
[43] INVARIANT MEASURES FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH SUPERLINEAR DRIFT TERM
Es-Sarhir, Abdelhadi
Scheutzow, Michael
van Gaans, Onno
DIFFERENTIAL AND INTEGRAL EQUATIONS, 2010, 23 (1-2) : 189 - 200
[44] Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
Stojkovic, I.
van Gaans, O.
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2011, 47 (04): : 1121 - 1146
[45] Existence and Regularity of Invariant Measures for the Three Dimensional Stochastic Primitive Equations
Glatt-Holtz, Nathan
Kukavica, Igor
Vicol, Vlad
Ziane, Mohammed
JOURNAL OF MATHEMATICAL PHYSICS, 2014, 55 (05)
[46] Invariant Measures for Stochastic Damped 2D Euler Equations
Bessaih, Hakima
Ferrario, Benedetta
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2020, 377 (01) : 531 - 549
[47] Invariant measures of the Milstein method for stochastic differential equations with commutative noise
Weng, Lihui
Liu, Wei
APPLIED MATHEMATICS AND COMPUTATION, 2019, 358 : 169 - 176
[48] Invariant measures and boundedness in the mean for stochastic equations driven by Levy noise
Maslowski, Bohdan
Tybl, Ondrej
STOCHASTICS AND DYNAMICS, 2022, 22 (03)
[49] Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
Brzezniak, Z
Gatarek, D
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 84 (02) : 187 - 225
[50] Invariant measures of stochastic delay complex Ginzburg-Landau equations
Ren, Die
Shu, Ji
Liu, Aili
Zou, Yanyan
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2024, 96 (06) : 1667 - 1699

← 1 2 3 4 5 →