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arxiv: 1502.07490 · v1 · pith:5GLMIZ42new · submitted 2015-02-26 · 🧮 math.PR

Existence of the Fomin derivative of the invariant measure of a stochastic reaction--diffusion equation

classification 🧮 math.PR
keywords derivativeequationexistencefomininvariantmeasurereaction--diffusionvarphi
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We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove existence of the Fomin derivative of the corresponding transition semigroup $P_t$. The main tool is a new estimate for $P_tD\varphi$ in terms of $\|\varphi\|_{L^2(H,\nu)}$, where $\nu$ is the invariant measure of $P_t$.

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