Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 2237-2274 |
| Number of pages | 38 |
| Journal | SIAM Journal on Mathematical Analysis |
| Volume | 52 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2020 |
Keywords
- Functional inequality
- Quasi-regular Dirichlet form
- Ricci curvature
- Stochastic heat equation