Exponential mixing properties of stochastic PDEs through asymptotic coupling

From MaRDI portal
Revision as of 11:35, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1864421

DOI10.1007/S004400200216zbMath1032.60056arXivmath/0109115OpenAlexW2963665329MaRDI QIDQ1864421

Martin Hairer

Publication date: 18 March 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0109115




Related Items (64)

Stochastic Ginzburg–Landau equation on a half-line driven by the multiplicative noiseExponential convergence for Markov systemsCoupling all the Lévy stochastic areas of multidimensional Brownian motionLimit theorems for some Markov chainsGlobal well-posedness of complex Ginzburg-Landau equation with a space-time white noiseLower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEsCoupling for some partial differential equations driven by white noiseThe central limit theorem for random dynamical systemsErgodicity Results for the Stochastic Navier–Stokes Equations: An IntroductionWeakly nonlinear stochastic CGL equationsStochastic CGL equations without linear dispersion in any space dimensionExponential mixing for the 3D stochastic Navier-Stokes equationsGeneralized couplings and ergodic rates for SPDEs and other Markov modelsErgodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noiseExponential ergodicity for a stochastic two-layer quasi-geostrophic modelExplicit contraction rates for a class of degenerate and infinite-dimensional diffusionsHomogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuationObserver‐based H control of a stochastic Korteweg–de Vries–Burgers equationThe central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz normA modified log-Harnack inequality and asymptotically strong Feller propertyExponential mixing properties of the stochastic tamed 3D Navier-Stokes equation with degenerate noiseCoupling approach to white-forced nonlinear PDEsMFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022Exponential rate of convergence for some Markov operatorsCouplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic settingRandom iteration with place dependent probabilitiesWell-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approachExponential ergodicity and regularity for equations with Lévy noiseExponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equationQuantitative Harris-type theorems for diffusions and McKean–Vlasov processesRegularity Analysis for Stochastic Complex Landau--Ginzburg Equation with Dirichlet White-Noise Boundary ConditionsErgodicity of an SPDE associated with a many-server queueExponential mixing for stochastic PDEs: the non-additive caseSTATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONSCoupling of Brownian motions in Banach spacesExponential mixing of 2D SDEs forced by degenerate Lévy noisesOn unique ergodicity in nonlinear stochastic partial differential equationsApproximation of the random inertial manifold of singularly perturbed stochastic wave equationsErgodic dynamics of the stochastic Swift-Hohenberg systemAsymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noiseErgodic properties of highly degenerate 2D stochastic Navier-Stokes equationsMultiscale expansion of invariant measures for SPDEsErgodicity of stochastic differential equations driven by fractional Brownian motionAsymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equationsOn ergodicity of some Markov processesA useful version of the central limit theorem for a general class of Markov chainsOn convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov ModelInvariant measures for the stochastic one-dimensional compressible Navier-Stokes equationsExponential mixing of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noiseSpectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equationsTwo-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensionsLaw of the iterated logarithm for some Markov operatorsExponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flowsErgodic properties of some piecewise-deterministic Markov process with application to gene expression modellingThe law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locationsOn the stochastic \(p\)-Laplace equationThe \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processesErgodicity for stochastic equations of Navier-Stokes typeStochastic Landau–Ginzburg equation with white-noise boundary conditions of Robin typeThe e-property of asymptotically stable Markov–Feller operatorsCouplings and quantitative contraction rates for Langevin dynamicsStabilization by noise for a class of stochastic reaction-diffusion equationsModulation equations: Stochastic bifurcation in large domainsLaw of large numbers and central limit theorem for randomly forced PDE's







This page was built for publication: Exponential mixing properties of stochastic PDEs through asymptotic coupling