Estimate for PtD for the stochastic Burgers equation
Abstract
We consider the Burgers equation on H=L2(0,1) perturbed by white noise and the corresponding transition semigroup Pt. We prove a new formula for PtD (where :H is bounded and Borel) which depends on but not on its derivative. Then we deduce some new consequences for the invariant measure of Pt as its Fomin differentiability and an integration by parts formula which generalises the classical one for gaussian measures.
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