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Transition semigroups for stochastic semilinear equations on Hilbert spaces

Anna Chojnowska-Michalik — 2001

A large class of stochastic semilinear equations with measurable nonlinear term on a Hilbert space H is considered. Assuming the corresponding nonsymmetric Ornstein-Uhlenbeck process has an invariant measure μ, we prove in the $L^{p} (H, μ)$ spaces the existence of a transition semigroup $(P_{t})$ for the equations. Sufficient conditions are provided for hyperboundedness of $P_{t}$ and for the Log Sobolev Inequality to hold; and in the case of a bounded nonlinear term, sufficient and necessary conditions are obtained. We...

Stochastic differential equations in Hilbert spaces

Anna Chojnowska-Michalik — 1979

Banach Center Publications

Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces

Anna Chojnowska-Michalik; Beniamin Goldys — 2015

Banach Center Publications

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by Lévy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric α-stable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance...

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Currently displaying 1 – 3 of 3

Transition semigroups for stochastic semilinear equations on Hilbert spaces

Stochastic differential equations in Hilbert spaces

Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces