Existence of invariant measures for reflected stochastic partial differential equations

DOI10.1007/S10959-019-00906-ZMaRDI QIDQ785422zbMATH OpenOpenAlexWikidataFDO

Authors Jasdeep Kalsi

Publication date 6 August 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1812.03004

zbMATH Keywords

invariant measurereflected SPDESPDE

Mathematics Subject Classification ID

Spaces of measures, convergence of measures (28A33) Probability measures on topological spaces (60B05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this article, we close a gap in the literature by proving existence of invariant measures for reflected SPDEs with only one reflecting barrier. This is done by arguing that the sequence (u(t, .)) is tight in the space of probability measures on continuous functions and invoking the Krylov-Bogolyubov theorem. As we no longer have an a priori bound on our solution as in the two-barrier case, a key aspect of the proof is the derivation of a suitable Lp bound which is uniform in time.

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• scientific article; zbMATH DE number 2157346 (Why is no real title available?)
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Cited in

(10)

• Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• Existence of invariant measures for the stochastic damped KdV equation
• A large deviation principle for reflected SPDEs on infinite spatial domain
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Small time large deviation principle for Burgers type stochastic equation with reflection
• Ergodicity for stochastic \(\mathbf{T}\)-monotone parabolic obstacle problems
• On ergodic properties of stochastic PDEs

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