• 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