Invariant measure for the Markov process corresponding to a PDE system

DOI10.1007/s10114-004-0510-4zbMath1084.60018OpenAlexW2157058420MaRDI QIDQ2581167

Fu-bao Xi

Publication date: 9 January 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-004-0510-4

zbMATH Keywords

large deviationscouplingFreidlin-Wentzell theoryFeller continuityFoster-Lyapunov inequality

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Large deviations (60F10)

Related Items (8)

The weighted transience and recurrence of Markov processes ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ On the stability of diffusion processes with state-dependent switching ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions

Cites Work

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• Large deviations for Markov processes corresponding to PDE systems
• A large deviations principle for small perturbations of random evolution equations
• Coupling methods for multidimensional diffusion processes
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Positive Operators on C(X)
• Invariant measures for a random evolution equation with small perturbations

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