Elliptic equations for invariant measures on finite and infinite dimensional manifolds

By Vladimir Bogachev, Michael Röckner, Feng-Yu Wang. 2001

55 citations recorded by the source corpus.

Abstract We obtain sufficient conditions in terms of Lyapunov functions for the existence of invariant measures for diffusions on finite-dimensional manifolds and prove some regularity results for such measures. These results are extended to countable products of finite-dimensional manifolds. We introduce and study a new concept of weak elliptic equations for measures on infinite-dimensional manifolds. Then we apply our results to Gibbs distributions in the case where the single spin spaces are Riemannian manifolds. In particular, we obtain some a priori estimates for such Gibbs distributions and prove a general existence result applicable to a wide class of models. We also apply our techniques to prove absolute continuity of invariant measures on the infinite dimensional torus, improving a recent result of A.F. Ramirez. Furthermore, we obtain a new result concerning the question whether invariant measures are Gibbsian.

Subfields: Applied Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/4b5d4677ae486e6655b5b02738a7359a1194171f

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In Applied Mathematics

  1. Michael Röckner
  2. Giuseppe Da Prato
  3. Vladimir Bogachev
  4. Nicolai V. Krylov
  5. Xiang-Dong Li
  6. Feng-Yu Wang
  7. Wilhelm Stannat
  8. Franco Flandoli

In Mathematical Physics

  1. Michael Röckner
  2. Vladimir Bogachev
  3. Giuseppe Da Prato
  4. Nicolai V. Krylov
  5. Xiang-Dong Li
  6. Wilhelm Stannat
  7. Hongjie Dong
  8. Doyoon Kim

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