Invariant measures for white noise driven stochastic partial differential equations2

DOI10.1080/07362999508809399MaRDI QIDQ4835290zbMATH OpenOpenAlexWikidataFDO

Authors Etienne Pardoux, Guiseppe Da Prato

Publication date 22 June 1995

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999508809399

zbMATH Keywords

stochastic differential equationinvariant measureFeller process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• scientific article; zbMATH DE number 446894 (Why is no real title available?)
• Coupling and invariant measures for the heat equation with noise
• Invariant measures for semilinear stochastic equations
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations

Cited in

(11)

• Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients
• Invariant measures for stochastic heat equations with unbounded coefficients.
• STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
• Invariant measures for monotone SPDEs with multiplicative noise term
• Invariance of white noise for KdV on the line
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• Invariance principle for a Brownian motion with large drift in a white noise environment
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
• Invariant measures of stochastic partial differential equations and conditioned diffusions
• Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations

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