Stochastic heat equations with values in a manifold via Dirichlet forms

Michael Röckner, Bo Wu, Rongchan Zhu*, Xiangchan Zhu

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

10 引用 (Scopus)

摘要

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits the Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we heuristically derive a form of the equation solved by the process given by the Dirichlet form. Moreover, we establish the log-Sobolev inequality for the Dirichlet form in the path space. In addition, some characterizations for the lower bound of the Ricci curvature are presented related to the stochastic heat equation.

源语言英语
页(从-至)2237-2274
页数38
期刊SIAM Journal on Mathematical Analysis
52
3
DOI
出版状态已出版 - 2020

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