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The strong Feller property for singular stochastic PDEs

Publication ,  Journal Article
Hairer, M; Mattingly, J
2016

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $\Phi^4_3$ model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.

Duke Scholars

Publication Date

2016

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 0104 Statistics
 

Publication Date

2016

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 0104 Statistics