Invariant measures for white noise driven stochastic partial differential equations2

DOI10.1080/07362999508809399zbMath0824.60066OpenAlexW2069080898WikidataQ103918421 ScholiaQ103918421MaRDI QIDQ4835290

Etienne Pardoux, Giuseppe 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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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 ⋮ Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients

Cites Work

• 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
• Unnamed Item