Exponential ergodicity for stochastic reaction-diffusion equations

zbMATH Open1091.35118MaRDI QIDQ3375702FDOQ3375702

Authors: B. Goldys, B. Maslowski 

Publication date: 16 March 2006

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zbMATH Keywords

spectral gapsemilinear stochastic equationsuniform exponential ergodicity\(V\)-uniform ergodicity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

Cited In (26)

• Well-posedness and long time behavior of singular Langevin stochastic differential equations
• Exponential convergence of non-linear monotone SPDEs
• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Title not available (Why is that?)
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
• Exponential ergodicity of non-Lipschitz stochastic differential equations
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
• Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
• Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
• Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
• Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
• Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Exponential ergodicity for stochastic Langevin equation with partial dissipative drift
• Ergodicity of reversible reaction diffusion processes with general reaction rates
• Title not available (Why is that?)

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