Coupling and invariant measures for the heat equation with noise

DOI10.1214/AOP/1176989016MaRDI QIDQ1317239zbMATH OpenOpenAlexFDO

Authors Carl Mueller

Publication date 29 August 1994

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989016

zbMATH Keywords

stochastic partial differential equationsstopping timeheat equationperiodic solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(25)

• The small time asymptotics of SPDEs with reflection
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• Unpredictability of an exit time
• Weak Convergence of Solutions of the Heat Equation with Gaussian Noise
• Ergodic behaviour of stochastic parabolic equations
• Ergodic dynamics of the stochastic Swift-Hohenberg system
• Metastability for small random perturbations of a PDE with blow-up
• Invariant measures for stochastic reaction-diffusion equations with weakly dissipative nonlinearities
• On the stochastic \(p\)-Laplace equation
• Long-time behaviour of nonautonomous SPDE's.
• Heat equation with strongly inhomogeneous noise
• Phase analysis for a family of stochastic reaction-diffusion equations
• Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains
• Asymptotic analysis and homogenization of invariant measures
• Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise
• Invariant measures for one class of linear stochastic systems in Hilbert spaces
• Exponential mixing for the white-forced damped nonlinear wave equation
• Coupling for some partial differential equations driven by white noise
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
• Strong solutions and asymptotic behavior of bidomain equations with random noise
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Invariant measures for white noise driven stochastic partial differential equations²
• Stabilization by noise for a class of stochastic reaction-diffusion equations

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