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An integral inequality for the invariant measure of a sto...
Giuseppe Da Prato, Arnaud Debussche · 2015-11-23 · via math.PR updates on arXiv.org

We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove an integral inequality for the invariant measure $ν$ of a stochastic reaction--diffusion equation. Then we discuss some consequences as an integration by parts formula which extends to $ν$ a basic identity of the Malliavin Calculus. Finally, we prove the existence of a surface measure for a ball and a half-space of $H$.