A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
type: Item
instance of: scholarly article
title: A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
zbMATH Open document ID: 1318.60068
DOI: 10.1214/13-AOP853
author: Sandra Cerrai
author: Guiseppe Da Prato
published in: The Annals of Probability
publication date: 2014-08-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1212.5376
reviewed by: Dora Seleši
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 35R15
Mathematics Subject Classification ID: 35K57
Mathematics Subject Classification ID: 46E35
zbMATH DE Number: 6333758
zbMATH Keywords: stochastic reaction-diffusion equations
zbMATH Keywords: Kolmogorov operators
zbMATH Keywords: Poincaré inequality
zbMATH Keywords: spectral gap
zbMATH Keywords: Sobolev spaces
MaRDI profile type: Publication
arXiv ID: 1212.5376
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OpenAlex ID: W2015108784
review text: The authors study the reaction-diffusion equation NEWLINE\[NEWLINE\partial_t u(t,\xi)= \partial^2_{\xi}u(t,\xi) + f(\xi,u)+g(\xi,u)\partial_t w(t,\xi),\quad t\geq0,\;\xi\in[0,1],NEWLINE\]NEWLINE perturbed by a multiplicative space-time white noise \(\partial_t w(t,\xi)\) and appropriate boundary conditions \(u(t,0)=u(t,1)=0\), \(u(0,\xi)=x(\xi)\). The nonlinear term \(f\) is assumed to be of polynomial growth in the second variable. Analyzing the associated Kolmogorov operator and transition semigroup, they prove a modification of the identity known as \textit{identité du carré des champs} in the classical additive noise case. As an application of this identity, they construct the Sobolev space \(W^{1,2}(E,\mu)\), where \(E=C_0([0,1])\) and \(\mu\) is an invariant measure for the system, and they prove the validity of the Poincaré inequality and of the spectral gap.
description: scientific article; zbMATH DE number 6333758