Geometric ergodicity for stochastic pdes

DOI10.1080/07362999908809639zbMath0933.60074OpenAlexW2089445199MaRDI QIDQ4702160

Tony Shardlow

Publication date: 4 April 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809639

zbMATH Keywords

geometric ergodicityadditive space-time white noisesemilinear parabolic partial differential equationdissipative reaction-diffusion equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ Long-time behaviour of nonautonomous SPDE's. ⋮ Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations ⋮ Uniform Exponential Ergodicity of Stochastic Dissipative Systems

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Inertial manifolds and forms for semilinear parabolic equations subjected to additive white noise
• Approximate inertial manifolds of exponential order for semilinear parabolic equations subjected to additive white noise
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

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