The strong Feller property for singular stochastic PDEs

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Abstract

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical 43 model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.

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Hairer, M., & Mattingly, J. (2018). The strong Feller property for singular stochastic PDEs. Annales de l’institut Henri Poincare (B) Probability and Statistics, 54(3), 1314–1340. https://doi.org/10.1214/17-AIHP840

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