Ergodicity for Infinite Dimensional Systems

DOI10.1017/CBO9780511662829zbMATH Open0849.60052OpenAlexW1530927473MaRDI QIDQ4881604FDOQ4881604

Authors: Jerzy Zabczyk, Guiseppe Da Prato 

Publication date: 10 June 1996

Full work available at URL: https://doi.org/10.1017/cbo9780511662829

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zbMATH Keywords

stochastic differential equationinvariant measurestochastic evolution equation

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Measure-preserving transformations (28D05) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02)

Cited In (only showing first 100 items - show all)

• STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
• \(m\)-dissipativity for Kolmogorov operator of a fractional Burgers equation with space-time white noise
• Multidimensional potential Burgers turbulence
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
• A stochastic control problem with delay arising in a pension fund model
• Stationary statistical properties of Rayleigh‐Bénard convection at large Prandtl number
• Asymptotic approximations for stationary distributions of many-server queues with abandonment
• An efficient second order in time scheme for approximating long time statistical properties of the two-dimensional Navier-Stokes equations
• The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with additive noise in an exterior domain
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Stochastic integrals for SPDEs: a comparison
• Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
• Invariant measures for dissipative systems and generalised Banach limits
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• A variational approach to stochastic nonlinear parabolic problems
• Competitive Lotka-Volterra population dynamics with jumps
• Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
• Invariant measures for dissipative dynamical systems: abstract results and applications
• The existence and uniqueness of the solution for nonlinear Kolmogorov equations
• Stochastic porous media equations and self-organized criticality
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
• Homogenization of Brinkman flows in heterogeneous dynamic media
• Self-repelling diffusions via an infinite dimensional approach
• Ergodic BSDEs under weak dissipative assumptions
• Solving a non-linear stochastic pseudo-differential equation of Burgers type
• Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Bismut formulae and applications for functional SPDEs
• On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
• Limit of fluctuations of solutions of Wigner equation
• On the existence of a solution to stochastic Navier-Stokes equations
• Law of large numbers and central limit theorem for randomly forced PDE's
• 2D stochastic Navier-Stokes equations with a time-periodic forcing term
• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Magnetohydrodynamic turbulent flows: existence results
• On ergodicity of some Markov processes
• On the martingale problem associated to the 2D and 3D stochastic Navier-Stokes equations
• The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes
• One-dimensional stochastic Burgers equation driven by Lévy processes
• Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
• \(L^1\)-uniqueness of Kolmogorov operators associated with two-dimensional stochastic Navier-Stokes Coriolis equations with space-time white noise
• On the stochastic Benjamin--Ono equation
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
• Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Approximations of stochastic partial differential equations
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes
• Stochastic Navier-Stokes equation and renormalization group theory
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• Optimal harvesting for a logistic population dynamics driven by a Lévy process
• Density dependent stochastic Navier-Stokes equations with non-Lipschitz random forcing
• On the stochastic wave equation with nonlinear damping
• Stochastic population growth in spatially heterogeneous environments
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Kolmogorov equation associated to a stochastic Navier-Stokes equation
• Cores for Feller semigroups with an invariant measure
• Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
• Upper semicontinuity of attractors for small perturbations of Klein-Gordon-Schrödinger lattice system
• Sharp estimates for turbulence in white-forced generalised Burgers equation
• Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Large deviations for a slow-fast system with jump-diffusion processes
• Random periodic processes, periodic measures and ergodicity
• Stochastic two dimensional Euler equations
• Analysis of SPDEs arising in path sampling. II: The nonlinear case
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• Uniqueness results for the generators of the two-dimensional Euler and Navier-Stokes flows
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
• Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise
• REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
• Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities
• Convergence to equilibrium in Fokker-Planck equations
• Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
• Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
• On inviscid limits for the stochastic Navier-Stokes equations and related models
• ON A NONLOCAL STOCHASTIC KURAMOTO–SIVASHINSKY EQUATION WITH JUMPS
• Time regularity for stochastic Volterra equations by the dilation theorem
• Optimal harvesting of a stochastic logistic model with time delay
• Regularity of a fractional partial differential equation driven by space-time white noise
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
• Multi-scale analysis of SPDEs with degenerate additive noise
• Malliavin calculus for the stochastic 2D Navier—Stokes equation
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Asymptotic behavior of stochastic discrete complex Ginzburg--Landau equations
• On the structure of attractors and invariant measures for a class of monotone random systems
• Stability in distribution of mild solutions to stochastic partial differential equations

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