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(only showing first 100 items - show all)- Itô type measure-valued stochastic differential equations
- A stochastic Datko-Pazy theorem
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures
- Invariant measures for stochastic evolution equations of pure jump type
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Special examples of diffusions in random environment
- Markovianity and ergodicity for a surface growth PDE
- A PDE approach to large deviations in Hilbert spaces
- Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces
- Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
- On the stochastic wave equation with nonlinear damping
- Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term
- Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
- Scaling limits for symmetric Itô-Lévy processes in random medium
- How hot can a heat bath get?
- Limit of fluctuations of solutions of Wigner equation
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Space-translation ergodic theorem for physical quantities in infinite classical systems
- Non perturbative construction of invariant measure through confinement by curvature
- Dissipative quasi-geostrophic dynamics under random forcing
- Kolmogorov equation associated to a stochastic Navier-Stokes equation
- Generalized solutions of HJB equations applied to stochastic control on Hilbert space
- On the limit measure to stochastic Volterra equations
- On nonlinear amplitude evolution under stochastic forcing
- Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure
- From stochastic differential equation to quantum field theory
- Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
- Invariant measures for generalized Langevin equations in conuclear spaces
- Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise
- Stochastic modified Boussinesq approximate equation driven by fractional Brownian motion
- Spectral gap for the stochastic quantization equation on the 2-dimensional torus
- The strong Feller property for singular stochastic PDEs
- Analysis of a predator-prey model with Lévy jumps
- Optimal harvesting control and dynamics of two-species stochastic model with delays
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
- Generalized couplings and convergence of transition probabilities
- Davie's type uniqueness for a class of SDEs with jumps
- Decaying turbulence for the fractional subcritical Burgers equation
- Averaging principle for one dimensional stochastic Burgers equation
- Existence and uniqueness of the solution to the Cauchy problem for the stochastic reaction-diffusion differential equation of neutral type
- Existence of invariant measures for the stochastic damped Schrödinger equation
- Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
- Leafwise Brownian motions and some function theoretic properties of laminations
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
- Dynamics of a stochastic regime-switching predator-prey model with harvesting and distributed delays
- Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays
- Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
- Dynamical analysis and optimal harvesting of a stochastic three-species cooperative system with delays and Lévy jumps
- Stochastic differential equations in a scale of Hilbert spaces
- Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes
- Stationary distribution and ergodicity of a stochastic hybrid competition model with Lévy jumps
- Hypercontractivity for space-time white noise driven SPDEs with reflection
- Gibbsian dynamics and ergodicity of stochastic micropolar fluid system
- Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
- Ergodicity of an SPDE associated with a many-server queue
- Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection
- Stability in distribution of a stochastic competitive Lotka-Volterra system with S-type distributed time delays
- Analysis of a three-species stochastic delay predator-prey system with imprecise parameters
- Random attractors for the stochastic Navier-Stokes equations on the 2D unit sphere
- Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
- Convergence of the solution of the stochastic 3D globally modified Cahn-Hilliard-Navier-Stokes equations
- Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
- Gradient estimates for SDEs without monotonicity type conditions
- Derivative formulae for stochastic differential equations driven by Poisson random measures
- Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
- Non-equilibrium particle dynamics with unbounded number of interacting neighbors
- A viability theorem of stochastic semilinear evolution equations
- SPDEs in infinite dimension with Poisson noise
- Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations
- Long-time behaviour of nonautonomous SPDE's.
- Multiscale expansion of invariant measures for SPDEs
- Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
- Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
- Ergodicity in infinite Hamiltonian systems with conservative noise
- Stochastic Navier-Stokes equation and renormalization group theory
- A phase field system perturbed by noise
- Uniqueness results for the generators of the two-dimensional Euler and Navier-Stokes flows
- Impulse control of stochastic Navier-Stokes equations
- Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures
- Stochastic two dimensional Euler equations
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
- From Metropolis to diffusions: Gibbs states and optimal scaling.
- Euclidean Gibbs measures on loop lattices: existence and a priori estimates.
- Occupation densities for SPDEs with reflection.
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
- Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere.
- Stochastic population growth in spatially heterogeneous environments
- The ergodicity of stochastic partial differential equations with Lévy jump
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
- Hyperbolic type stochastic evolution equations with Lévy noise
- Stochastic evolution equations with a spatially homogeneous Wiener process
- Approximation of invariant measure for a stochastic population model with Markov chain and diffusion in a polluted environment
- Field-theoretic thermodynamic uncertainty relation. General formulation exemplified with the Kardar-Parisi-Zhang equation
- An averaging principle for two-time-scale stochastic functional differential equations
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