STRONG FELLER PROPERTY AND IRREDUCIBILITY FOR DIFFUSIONS ON HILBERT-SPACES

被引：96

作者：

PESZAT, S ^{[1
]}

ZABCZYK, J ^{[1
]}

机构：

[1] POLISH ACAD SCI,INST MATH,PL-00950 WARSAW,POLAND

来源：

ANNALS OF PROBABILITY | 1995年 / 23卷 / 01期

关键词：

STRONG FELLER PROPERTY; IRREDUCIBLE MARKOV SEMIGROUPS; INVARIANT MEASURES; STOCHASTIC EVOLUTION EQUATIONS;

D O I：

10.1214/aop/1176988381

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that the transition semigroup (P-t)(t greater than or equal to 0) corresponding to a nonlinear stochastic evolution equation is strong Feller and irreducible, provided the nonlinearities are Lipschitz continuous and the diffusion term is nondegenerate. This result ensures the uniqueness of the invariant measure for (P-t)(t greater than or equal to 0).

引用

页码：157 / 172

页数：16

共 14 条

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