Elliptic equations for measures on infinite dimensional spaces and applications

Citation
Vi. Bogachev et M. Rockner, Elliptic equations for measures on infinite dimensional spaces and applications, PROB TH REL, 120(4), 2001, pp. 445-496
Citations number
53
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
120
Issue
4
Year of publication
2001
Pages
445 - 496
Database
ISI
SICI code
0178-8051(200108)120:4<445:EEFMOI>2.0.ZU;2-I
Abstract
We introduce and study a new concept of a weak elliptic equation for measur es on infinite dimensional spaces. This concept allows one to consider equa tions whose coefficients are not globally integrable. By using a suitably e xtended Lyapunov function technique, we derive a priori estimates for the s olutions of such equations and prove new existence results. As an applicati on, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes e quations and investigate the elliptic equations for the corresponding invar iant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gi bbs distributions and prove an existence result applicable to a wide class of models.