Based on a recent result on linking stochastic differential equations on R^d to （finite-dimensional） Burger-KPZ type nonlinear parabolic partial differential equations, we utilize Galerkin type finite-dimensional ap...Based on a recent result on linking stochastic differential equations on R^d to （finite-dimensional） Burger-KPZ type nonlinear parabolic partial differential equations, we utilize Galerkin type finite-dimensional approximations to characterize the path-independence of the density process of Girsanov transformation for the infinite-dimensionl stochastic evolution equations. Our result provides a link of infinite-dimensional semi-linear stochastic differential equations to infinite-dimensional Burgers-KPZ type nonlinear parabolic partial differential equations. As an application, this characterization result is applied to stochastic heat equation in one space dimension over the unit interval.展开更多
The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy...The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy functionals, capacities and Lévy systems in this paper.展开更多
The present article is devoted to nonlinear stochastic partial differential equations with double reflecting walls driven by possibly degenerate,multiplicative noise.We prove that the corresponding Markov semigroup po...The present article is devoted to nonlinear stochastic partial differential equations with double reflecting walls driven by possibly degenerate,multiplicative noise.We prove that the corresponding Markov semigroup possesses an exponentially attracting invariant measure through asymptotic coupling,in which Foias-Prodi estimation and the truncation technique are crucial for the realization of the Girsanov transform.展开更多
文摘Based on a recent result on linking stochastic differential equations on R^d to （finite-dimensional） Burger-KPZ type nonlinear parabolic partial differential equations, we utilize Galerkin type finite-dimensional approximations to characterize the path-independence of the density process of Girsanov transformation for the infinite-dimensionl stochastic evolution equations. Our result provides a link of infinite-dimensional semi-linear stochastic differential equations to infinite-dimensional Burgers-KPZ type nonlinear parabolic partial differential equations. As an application, this characterization result is applied to stochastic heat equation in one space dimension over the unit interval.
基金supported by the National Natural Science Foundation of China(No.11201221)the Natural Science Foundation of Jiangsu Province(No.BK2012468)
文摘The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy functionals, capacities and Lévy systems in this paper.
基金supported by the National Natural Science Foundation of China(12071480)the Scientific Research Program Funds of NUDT(22-ZZCX-016)the Hunan Provincial Innovation Foundation for Postgraduate(CX20230003)。
文摘The present article is devoted to nonlinear stochastic partial differential equations with double reflecting walls driven by possibly degenerate,multiplicative noise.We prove that the corresponding Markov semigroup possesses an exponentially attracting invariant measure through asymptotic coupling,in which Foias-Prodi estimation and the truncation technique are crucial for the realization of the Girsanov transform.
