Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators

被引：18
|
作者：
Bogachev, Vladimir I. [1 ]
Da Prato, Giuseppe [2 ]
Roeckner, Michael [3 ]
机构：
[1] Moscow MV Lomonosov State Univ, Dept Mech & Math, Moscow 119899, Russia
[2] Scuola Normale Super Pisa, I-56126 Pisa, Italy
[3] Univ Bielefeld, Fac Math, D-33615 Bielefeld, Germany
来源：
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS | 1996年 / 3卷 / 02期
关键词：
D O I：
10.1007/BF01195918
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In the framework of [5] we prove regularity of invariant measures mu for a class of Ornstein-Uhlenbeck operators perturbed by a drift which is not necessarily bounded or Lipschitz continuous. Regularity here means that mu is absolutely continuous with respect to the Gaussian invariant measure of the unperturbed operator with the square root of the Radon-Nikodym density in the corresponding Sobolev space of order 1.
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页码：261 / 268
页数：8
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