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arxiv: 1511.07133 · v1 · pith:RRLRO27Fnew · submitted 2015-11-23 · 🧮 math.PR

An integral inequality for the invariant measure of a stochastic reaction--diffusion equation

classification 🧮 math.PR
keywords equationmeasurereaction--diffusioninequalityintegralinvariantprovestochastic
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We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove an integral inequality for the invariant measure $\nu$ of a stochastic reaction--diffusion equation. Then we discuss some consequences as an integration by parts formula which extends to $\nu$ a basic identity of the Malliavin Calculus. Finally, we prove the existence of a surface measure for a ball and a half-space of $H$.

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