Exponential mixing for a stochastic partial differential equation driven by degenerate noise

DOI10.1088/0951-7715/15/2/304zbMath0992.60067arXivmath-ph/0103039OpenAlexW2042201445WikidataQ115293272 ScholiaQ115293272MaRDI QIDQ4533436

Martin Hairer

Publication date: 11 June 2002

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0103039

zbMATH Keywords

exponential convergenceDoeblin conditionstochastic partial differential equations of the reaction-diffusion type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional dissipative dynamical systems (37L99)

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Large deviation principle of occupation measures for non-linear monotone SPDEs ⋮ Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains ⋮ Dissipatively perturbed Hamiltonian PDEs

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