Strong Feller Property and Irreducibility for Diffusions on Hilbert Spaces
Open Access
- 1 January 1995
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 23 (1) , 157-172
- https://doi.org/10.1214/aop/1176988381
Abstract
It is shown that the transition semigroup $(P_t)_{t\geq0}$ corresponding to a nonlinear stochastic evolution equation is strong Feller and irreducible, provided the nonlinearities are Lipschitz continuous and the diffusion term is nondegenerate. This result ensures the uniqueness of the invariant measure for $(P_t)_{t\geq0}$.
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