Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
Markus C. Kunze

TL;DR
This paper establishes a perturbation theorem for strong Feller semigroups and applies it to prove well-posedness and invariant measure properties of semilinear stochastic equations on Banach spaces.
Contribution
It introduces a Miyadera-Voigt type perturbation theorem for strong Feller semigroups and uses it to analyze well-posedness of semilinear stochastic equations.
Findings
Proved a Miyadera-Voigt type perturbation theorem for strong Feller semigroups.
Established well-posedness of semilinear stochastic equations on Banach spaces.
Analyzed existence and uniqueness of invariant measures for the transition semigroup.
Abstract
We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E, assuming that F is bounded and measurable and that the associated linear equation, i.e. the equation with F = 0, is well-posed and its transition semigroup is strongly Feller and satisfies an appropriate gradient estimate. We also study existence and uniqueness of invariant measures for the associated transition semigroup.
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Taxonomy
TopicsStochastic processes and financial applications · Geometric Analysis and Curvature Flows · Nonlinear Partial Differential Equations
