Estimate for PtDP_tD for the stochastic Burgers equation

preprint2014arXivOpen access

Abstract

We consider the Burgers equation on H=L2(0,1)H=L^2(0,1) perturbed by white noise and the corresponding transition semigroup PtP_t. We prove a new formula for PtDφP_tDφ (where φ:H→Rφ:H\to\R is bounded and Borel) which depends on φφ but not on its derivative. Then we deduce some new consequences for the invariant measure νν of PtP_t as its Fomin differentiability and an integration by parts formula which generalises the classical one for gaussian measures.

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