Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications

Abstract

We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As an application, we combine such estimates with a new technique to prove the $L^1$-uniqueness of the induced Kolmogorov operator, defined on a space of cylindrical functions. Finally, examples of stochastic Burgers equations and thin-film growth models are given to illustrate our abstract result.

19 pages

References in corpus (1)

• A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs

Cited by in corpus (1)

• Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations