On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability

DOI10.1051/PS:2005015MaRDI QIDQ3373745zbMATH OpenOpenAlexFDO

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, https://eudml.org/doc/245515

zbMATH Keywords

asymptotic behaviourmonotonicity methodsParabolic stochastic partial differential equations

Mathematics Subject Classification ID

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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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
• scientific article; zbMATH DE number 923776 (Why is no real title available?)
• Invariant measures for nonlinear conservation laws driven by stochastic forcing

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