Open Access
August 2018 The strong Feller property for singular stochastic PDEs
M. Hairer, J. Mattingly
Ann. Inst. H. Poincaré Probab. Statist. 54(3): 1314-1340 (August 2018). DOI: 10.1214/17-AIHP840

Abstract

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.

Nous montrons que les semi-groupes de Markov engendrés par une classe large d’EDPs stochastiques singulières satisfont la propriété forte de Feller. Cette classe inclut par exemple l’équation KPZ et le modèle $\Phi^{4}_{3}$. Nous montrons comme corollaire que la distribution du pont Brownien est l’unique mesure invariante pour l’équation KPZ avec conditions frontières périodiques.

Citation

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M. Hairer. J. Mattingly. "The strong Feller property for singular stochastic PDEs." Ann. Inst. H. Poincaré Probab. Statist. 54 (3) 1314 - 1340, August 2018. https://doi.org/10.1214/17-AIHP840

Information

Received: 11 October 2016; Revised: 5 April 2017; Accepted: 23 April 2017; Published: August 2018
First available in Project Euclid: 11 July 2018

zbMATH: 06976077
MathSciNet: MR3825883
Digital Object Identifier: 10.1214/17-AIHP840

Subjects:
Primary: 37L55 , 60H15 , 81S20

Keywords: ergodicity , Girsanov , Random dynamical systems , Rough stochastic PDEs , Stochastic quantisation , Strong Feller

Rights: Copyright © 2018 Institut Henri Poincaré

Vol.54 • No. 3 • August 2018
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