STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

DOI10.1142/S0219199705001878zbMath1098.34063arXivmath/0509166MaRDI QIDQ5714691

Yu. Yu. Bakhtin, Jonathan C. Mattingly

Publication date: 15 December 2005

Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509166

zbMATH Keywords

Lyapunov functionstochastic differential equationsergodicitystationary solutionstochastic Ginzburg-Landau equationmemorystochastic Navier-Stokes equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations for incompressible viscous fluids (76D05) Stochastic analysis applied to problems in fluid mechanics (76M35) Navier-Stokes equations (35Q30) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60)

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