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STOCHASTIC HEAT EQUATIONS WITH VALUES IN A MANIFOLD VIA DIRICHLET FORMS.

Authors :
ROCKNER, MICHAEL
BO WU
RONGCHAN ZHU
XIANGCHAN ZHU
Source :
SIAM Journal on Mathematical Analysis; 2020, Vol. 52 Issue 3, p2237-2274, 38p
Publication Year :
2020

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 [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00361410
Volume :
52
Issue :
3
Database :
Complementary Index
Journal :
SIAM Journal on Mathematical Analysis
Publication Type :
Academic Journal
Accession number :
148369009
Full Text :
https://doi.org/10.1137/18M1211076