On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability
DOI10.1051/PS:2005015zbMATH Open1136.60344OpenAlexW2078844727MaRDI QIDQ3373745FDOQ3373745
Authors: Benjamin Bergé, Bruno Saussereau 
Publication date: 9 March 2006
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__254_0
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)
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- Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Stratonovitch's case
- On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes.
- Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
- Asymptotic behavior of positive solutions of random and stochastic parabolic equations of Fisher and Kolmogorov types
- On a class of stochastic functional-differential equations arising in population dynamics
Cited In (7)
- Invariant measure of scalar first-order conservation laws with stochastic forcing
- On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes.
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case
- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- The Stampacchia maximum principle for stochastic partial differential equations and applications
- Title not available (Why is that?)
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
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