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Invariant measure for a class of parabolic degenerate equations

Authors :
Giuseppe Da Prato
Hélène Frankowska
Source :
Nonlinear Differential Equations and Applications NoDEA. 12:481-501
Publication Year :
2006
Publisher :
Springer Science and Business Media LLC, 2006.

Abstract

In this paper we consider a stochastic flow in Rn which leaves a closed convex set K invariant. By using a recent characterization of the invariance, involving the distance function, we study the corresponding transition semigroup Pt and its infinitesimal generator N. Due to the invariance property, N is a degenerate elliptic operator. We study existence of an invariant measure ν of Pt and the realization of N in L2 (H, ν).

Details

ISSN :
14209004 and 10219722
Volume :
12
Database :
OpenAIRE
Journal :
Nonlinear Differential Equations and Applications NoDEA
Accession number :
edsair.doi...........04b6b2a0dce6249332d1460c6b34a59b