Title of article
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
Author/Authors
Bierkens، نويسنده , , Joris، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2011
Pages
13
From page
469
To page
481
Abstract
The strong Feller property is an important quality of Markov semigroups which helps for example in establishing uniqueness of invariant measure. Unfortunately degenerate stochastic evolutions, such as stochastic delay equations, do not possess this property. However the eventual strong Feller property is sufficient in establishing uniqueness of invariant probability measure. In this paper we provide operator theoretic conditions under which a stochastic evolution equation with additive noise possesses the eventual strong Feller property. The results are used to establish uniqueness of invariant probability measure for stochastic delay equations and stochastic partial differential equations with delay, with an application in neural networks.
Keywords
Stochastic evolution equations , Malliavin Calculus , Stochastic delay equations
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2011
Journal title
Journal of Mathematical Analysis and Applications
Record number
1561812
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