STRONG FELLER PROPERTY AND IRREDUCIBILITY FOR DIFFUSIONS ON HILBERT-SPACES

成果类型:
Article
署名作者:
PESZAT, S; ZABCZYK, J
署名单位:
Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176988381
发表日期:
1995
页码:
157-172
关键词:
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).