Invariant measures for white noise driven stochastic partial differential equations2

DOI10.1080/07362999508809399zbMATH Open0824.60066OpenAlexW2069080898WikidataQ103918421 ScholiaQ103918421MaRDI QIDQ4835290FDOQ4835290

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

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zbMATH Keywords

stochastic differential equationinvariant measureFeller process

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• Coupling and invariant measures for the heat equation with noise
• Invariant measures for semilinear stochastic 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
• Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations
• Invariant measures of stochastic partial differential equations and conditioned diffusions

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