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journal article

The strong Feller property for singular stochastic PDEs

Hairer, Martin  
•
Mattingly, J.
August 1, 2018
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical Phi(4)(3) model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.

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Type
journal article
DOI
10.1214/17-AIHP840
Web of Science ID

WOS:000438376100005

Author(s)
Hairer, Martin  
Mattingly, J.
Date Issued

2018-08-01

Publisher

INST MATHEMATICAL STATISTICS

Published in
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
Volume

54

Issue

3

Start page

1314

End page

1340

Subjects

NAVIER-STOKES EQUATIONS

•

TIME WHITE-NOISE

•

DIFFERENTIAL-EQUATIONS

•

REGULARITY STRUCTURES

•

INFINITE DIMENSIONS

•

MALLIAVIN CALCULUS

•

INVARIANT-MEASURES

•

KPZ EQUATION

•

DRIVEN

•

HYPOELLIPTICITY

•

Strong Feller

•

Random dynamical systems

•

Rough stochastic PDEs

•

Ergodicity

•

Stochastic quantisation

•

Girsanov

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

European Research Council

615897

Leverhulme Trust

NSF

DMS-1546130, DMS-1613337

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Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241187
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