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arxiv: math/0509446 · v1 · submitted 2005-09-20 · 🧮 math.PR

On a class of stochastic semilinear PDE's

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keywords proveexistenceinequalityinvariantmeasurenonlinearsemilinearstochastic
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We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space $L^2(H;\nu)$, where $\nu$ is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincar\'e inequality, a logarithmic Sobolev inequality and the ipercontractivity of the transition semigroup.

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