Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation

Viorel Barbu and Giuseppe Da Prato

Stochastic Processes and their Applications, 2010, vol. 120, issue 7, 1247-1266

Abstract: We prove the existence of an invariant measure [mu] for the transition semigroup Pt associated with the fast diffusion porous media equation in a bounded domain , perturbed by a Gaussian noise. The Kolmogorov infinitesimal generator N of Pt in is characterized as the closure of a second-order elliptic operator in . Moreover, we construct the Sobolev space and prove that .

Keywords: Fast; diffusion; equations; Stochastic; equations; Invariant; measure; Sobolev; space; Kolmogorov; equations (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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