Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts

DOI10.1214/ECP.V16-1643zbMATH Open1244.60062arXiv1109.2437OpenAlexW2137303759MaRDI QIDQ428675FDOQ428675

Wei Liu, Jonas M. Toelle

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups. Moreover, the existence of invariant measures and the convergence rate of corresponding transition semigroup to the invariant measure are also investigated. As applications, the main results are applied to singular stochastic $p$-Laplace equations and stochastic fast diffusion equations, which solves an open problem raised by Barbu and Da Prato in [Stoc. Proc. Appl. 120(2010), 1247-1266].

Full work available at URL: https://arxiv.org/abs/1109.2437

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zbMATH Keywords

invariant measurefast diffusion equationstochastic evolution equationdissipativep-Laplace equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Cited In (17)

• Convergence of invariant measures for singular stochastic diffusion equations
• Exponential convergence of non-linear monotone SPDEs
• Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations
• A gradient flow formulation for the stochastic Amari neural field model
• A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
• Improved regularity for the stochastic fast diffusion equation
• Multi-valued, singular stochastic evolution inclusions
• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
• Accessibility of SPDEs driven by pure jump noise and its applications
• Periodic, almost periodic and almost automorphic solutions for SPDEs with monotone coefficients
• Existence of invariant measures for the stochastic damped KdV equation
• Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
• Random attractors for singular stochastic evolution equations
• Ergodicity for singular-degenerate stochastic porous media equations
• Irreducibility and strong Feller property for non-linear SPDEs

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