Exponential mixing for stochastic PDEs: the non-additive case (Q2464668)

This paper deals with ergodic properties of parabolic stochastic partial differential equations (SPDE) driven by a non-additive noise which is white in time and smooth in space and may be degenerate. By using a coupling method, the author introduced an appropriate auxiliary process under mild assumptions and, applying it, he showed a general criterion which states that, for any initial data, the probability distribution of solution of the SPDE converges to the unique stationary probability measure exponentially fast, when time tends to infinity. He applied his results to two representative examples; 2-dimensional Navier-Stokes equation with Dirichlet boundary condition and complex Ginzburg-Landau equation with a locally Lipschitz noise.