Generalized couplings and ergodic rates for SPDEs and other Markov models
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Publication:2180376
DOI10.1214/19-AAP1485zbMath1434.60147arXiv1806.00395OpenAlexW3007291735WikidataQ114060555 ScholiaQ114060555MaRDI QIDQ2180376
O. A. Butkovsky, Alexei M. Kulik, Michael K. R. Scheutzow
Publication date: 13 May 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.00395
Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)
Related Items (14)
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality ⋮ Exponential ergodicity for a stochastic two-layer quasi-geostrophic model ⋮ Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise ⋮ The small mass limit for long time statistics of a stochastic nonlinear damped wave equation ⋮ Polynomial mixing of a stochastic wave equation with dissipative damping ⋮ On the unique ergodicity for a class of 2 dimensional stochastic wave equations ⋮ Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting ⋮ Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach ⋮ Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise ⋮ Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise ⋮ Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise ⋮ Convergence of Markov chain transition probabilities ⋮ Ergodicity for stochastic equations of Navier-Stokes type ⋮ Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory
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