Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation
DOI10.1016/J.SPA.2010.03.007zbMATH Open1201.60062OpenAlexW2061987395MaRDI QIDQ981025FDOQ981025
Guiseppe Da Prato, Viorel Barbu
Publication date: 8 July 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.03.007
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) PDEs with randomness, stochastic partial differential equations (35R60)
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Cited In (10)
- Convergence of invariant measures for singular stochastic diffusion equations
- Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations
- An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
- Improved regularity for the stochastic fast diffusion equation
- An integral inequality for the invariant measure of a stochastic reaction-diffusion equation
- Multi-valued, singular stochastic evolution inclusions
- Ergodicity of transition semigroups for stochastic fast diffusion equations
- Existence of invariant measures for the stochastic damped KdV equation
- Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
- Invariant measures for a stochastic Fokker-Planck equation
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