Long-time behaviour of nonautonomous SPDE's.
From MaRDI portal
Publication:1766005
DOI10.1016/S0304-4149(01)00105-3zbMath1058.60051OpenAlexW2010821222MaRDI QIDQ1766005
Bohdan Maslowski, Isabel Simão
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00105-3
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)
Related Items (3)
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ The Ornstein-Uhlenbeck bridge and applications to Markov semigroups ⋮ Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
- Semigroups of linear operators and applications to partial differential equations
- Qualitative behaviour of solutions of stochastic reaction-diffusion equations
- Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Stratonovitch's case
- Stochastic evolution equations with random generators
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Coupling and invariant measures for the heat equation with noise
- On invariant measures for diffusions on Banach spaces
- Probabilistic approach to the strong Feller property
- Smoothing properties of nonlinear stochastic equations in Hilbert spaces
- Evolution equation of a stochastic semigroup with white-noise drift.
- Ergodicity of stochastic plates
- Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
- Strong Feller property and irreducibility for diffusions on Hilbert spaces
- Ergodicity of the 2-D Navier-Stokes equation under random perturbations
- Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
- Da Prato-Zabczyk's maximal inequality revisited. I.
- On probability distributions of solutions of semilinear stochastic evolution equations
- Strong feller property for stochastic semilinear equations
- Ergodic results for stochastic navier-stokes equation
- Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
- Ergodic behaviour of stochastic parabolic equations
- Geometric ergodicity for stochastic pdes
- Stochastic Cahn-Hilliard equation
- Ergodicity for Infinite Dimensional Systems
- Stochastic burgers equation with correlated noise
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Long-time behaviour of nonautonomous SPDE's.