On a unique ergodicity of some Markov processes

DOI10.1007/s11118-011-9242-0zbMath1244.60074OpenAlexW2121446461MaRDI QIDQ415348

Tomasz Szarek, Rafał Kapica, Maciej Ślȩczka

Publication date: 8 May 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-011-9242-0

zbMATH Keywords

invariant measuresstochastic heat equationse-processErgodicity of Markov families

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence, uniqueness, and regularity theory for compressible fluids and gas dynamics (76N10)

Related Items (12)

Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations ⋮ Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications ⋮ Relation between the eventual continuity and the e-property for Markov-Feller semigroups ⋮ The e-property of asymptotically stable Markov semigroups ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene ⋮ Minimal invariant closed sets of set-valued semiflows ⋮ Stability of the heat equation driven by an impulsive noise ⋮ Unique ergodicity for function systems on the circle ⋮ Stability of iterated function systems on the circle ⋮ Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise ⋮ The e-property of asymptotically stable Markov–Feller operators

Cites Work

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• The uniqueness of invariant measures for Markov operators
• Ergodicity for Infinite Dimensional Systems
• Stochastic Partial Differential Equations with Levy Noise
• Asymptotic Properties of Markoff Transition Probabilities

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