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
Citation
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ICMJE
MLA
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Hairer, M., & Mattingly, J. (2016). The strong Feller property for singular stochastic PDEs (Submitted).
Hairer, M., and J. Mattingly. “The strong Feller property for singular stochastic PDEs (Submitted),” 2016.
Hairer M, Mattingly J. The strong Feller property for singular stochastic PDEs (Submitted). 2016;
Hairer, M., and J. Mattingly. The strong Feller property for singular stochastic PDEs (Submitted). 2016.
Hairer M, Mattingly J. The strong Feller property for singular stochastic PDEs (Submitted). 2016;
Publication Date
2016
Related Subject Headings
- Statistics & Probability
- 4905 Statistics