Ergodicity for a class of semilinear stochastic partial differential equations

DOI10.1002/MMA.5938OpenAlexW2998244371MaRDI QIDQ5120751FDOQ5120751

Authors: Zhao Dong, Rangrang Zhang 

Publication date: 16 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.04591

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zbMATH Keywords

invariant measuresspace-time white noiseirreducibilitystrong Feller propertysemilinear partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ergodicity, mixing, rates of mixing (37A25) Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Cited In (14)

• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• Ergodic behaviour of stochastic parabolic equations
• Ergodicity for a weakly damped stochastic nonlinear Schrödinger equation
• Invariant Measures and Asymptotic Behavior of Stochastic Evolution Equations
• A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
• Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
• Semicontinuity of multifunctions and a stochastic fluid oscillator
• Invariance of closed convex cones for stochastic partial differential equations
• Asymptotic proportionality (weak ergodicity) and conditional asymptotic equality of solutions to time-heterogeneous sublinear difference and differential equations
• Asymptotic behavior of systems of stochastic partial differential equations with multiplicative noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Ergodicity for functional stochastic differential equations and applications

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