Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls

DOI10.1080/07362994.2020.1779745zbMath1469.60210OpenAlexW3037768419WikidataQ115550949 ScholiaQ115550949MaRDI QIDQ4964409

Hua Zhang

Publication date: 2 March 2021

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

Full work available at URL: https://doi.org/10.1080/07362994.2020.1779745

zbMATH Keywords

invariant measurewhite noiseparabolic stochastic partial differential equationsirreducibilityexponential ergodicitystrong Feller propertynon-Lipschitztwo reflecting walls

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• White noise driven SPDEs with reflection
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients
• Second order PDE's in finite and infinite dimension

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