Non-Gaussianity of invariant measures to SPDEs in Da Prato–Debussche regime
摘要
We propose an elementary method to show non-Gaussianity of invariant measures of parabolic stochastic partial differential equations with polynomial non-linearities in the Da Prato–Debussche regime. The approach is essentially algebraic and involves using the generator equation of the SPDE at stationarity. Our results in particular cover the