Ergodicity for Infinite Dimensional Systems
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- Random attractors for the stochastic discrete long wave-short wave resonance equations
- A criterion for stationary solutions of retarded linear equations with additive noise
- Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives
- Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection
- Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
- Stabilization of a plane periodic channel flow by noise wall normal controllers
- Dynamics of stochastic 2D Navier-Stokes equations
- Optimal harvesting of a competitive n-species stochastic model with delayed diffusions
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process
- Asymptotics of solutions to semilinear stochastic wave equations
- Parabolic equations for measures on infinite-dimensional spaces
- Asymptotic behavior in time periodic parabolic problems with unbounded coefficients
- Maximal regularity for Kolmogorov operators in \(L^{2}\) spaces with respect to invariant measures
- Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
- Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures
- A random string with reflection in a convex domain
- Stationary distributions for diffusions with inert drift
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
- Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
- Construction, ergodicity and rate of convergence of \(N\)-particle Langevin dynamics with singular potentials
- The Burgers equation with affine linear noise: dynamics and stability
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control
- On a class of forward-backward stochastic differential systems in infinite dimensions
- On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws
- On a unique ergodicity of some Markov processes
- Exponential mixing for stochastic PDEs: the non-additive case
- Numerical methods for stochastic partial differential equations with multiple scales
- Log-Harnack inequality for stochastic Burgers equations and applications
- Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere.
- Optimal harvesting for a stochastic regime-switching logistic diffusion system with jumps
- Random attractor associated with the quasi-geostrophic equation
- Ergodicity of the stochastic fractional reaction-diffusion equation
- Convergence of invariant measures for singular stochastic diffusion equations
- Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
- Dynamics of stochastic Zakharov equations
- Dynamics for the stochastic nonlocal Kuramoto-Sivashinsky equation
- Solvability of forward-backward stochastic partial differential equations
- Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term
- Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation
- Limit theorems for the position of a tagged particle in the stirring-exclusion process
- \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
- Ergodicity of linear SPDE driven by Lévy noise
- Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
- Markovianity and ergodicity for a surface growth PDE
- Stochastic Equations with Boundary Noise
- Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
- Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation
- A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION
- From Metropolis to diffusions: Gibbs states and optimal scaling.
- Exponential ergodicity of non-Lipschitz stochastic differential equations
- Exponential stabilization of the linearized Navier-Stokes equation by pointwise feedback noise controllers
- Pathwise solutions of the 2-D stochastic primitive equations
- The Neumann Problem on Unbounded Domains of ℝdand Stochastic Variational Inequalities
- THE KOLMOGOROV EQUATION ASSOCIATED TO THE STOCHASTIC NAVIER–STOKES EQUATIONS IN 2D
- Stability properties of systems of linear stochastic differential equations with random coefficients
- Convergence in Wasserstein distance for empirical measures of semilinear SPDEs
- Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
- On the stochastic Kuramoto-Sivashinsky equation
- A note on a result of Liptser-Shiryaev
- Moment boundedness of linear stochastic delay differential equations with distributed delay
- Stochastic wave equations with dissipative damping
- Optimal harvesting of a stochastic mutualism model with Lévy jumps
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II.
- A skew stochastic heat equation
- Multivariate COGARCH(1, 1) processes
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
- The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
- Invariant behavior of stochastic atmosphere-ocean model with degenerate noise
- On a stochastic wave equation with unilateral boundary conditions
- A PDE approach to large deviations in Hilbert spaces
- Stochastic spatiotemporal diffusive predator-prey systems
- Stochastic stability of Fitzhugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise
- Persistence and periodic measure of a stochastic predator–prey model with Beddington–DeAngelis functional response
- Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion
- Stability in distribution of a stochastic competitive Lotka-Volterra system with S-type distributed time delays
- Ornstein–Uhlenbeck operators and semigroups
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Existence of invariant measures for the stochastic damped Schrödinger equation
- Ergodicity of infinite systems of stochastic equations
- Ergodicity of sublinear Markovian semigroups
- Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment
- Stability of strong solutions for a model of incompressible two-phase flow under thermal fluctuations
- Mean reversion for HJMM forward rate models
- A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
- Ergodicity for singular-degenerate stochastic porous media equations
- Pathwise stability of degenerate stochastic evolutions
- Fast transport asymptotics for stochastic RDEs with boundary noise
- An invariant measure for a system of stochastic equations for a prey-predator model with spatial diffusion
- Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise
- Optimal structural feedback control for partially observed stochastic systems on Hilbert space
- Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes
- Exponential mixing of 2D stochastic Ginzburg-Landau-Newell equations driven by degenerate noise
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
- Essential self-adjointness of Dirichlet operators on a path space with Gibbs measures via an SPDE approach
- Minimum energy for linear systems with finite horizon: a non-standard Riccati equation
- Non perturbative construction of invariant measure through confinement by curvature
- Importance sampling in path space for diffusion processes with slow-fast variables
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