Stochastic partial differential equations: Kolmogorov operators and invariant measures

DOI10.1365/s13291-011-0016-9zbMath1221.60093OpenAlexW2017951247MaRDI QIDQ547262

Wilhelm Stannat

Publication date: 1 July 2011

Published in: Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1365/s13291-011-0016-9

zbMATH Keywords

stochastic partial differential equationsinvariant measuresmild solutionsmoment estimatesKolmogorov operators\(L^{p}\)-uniquenessKrylov-Bogoliubov theory

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) One-parameter continuous families of measure-preserving transformations (28D10)

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