Geometric ergodicity for stochastic pdes
作者:
Tony Shardlow,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1999)
卷期:
Volume 17,
issue 5
页码: 857-869
ISSN:0736-2994
年代: 1999
DOI:10.1080/07362999908809639
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
This paper examines the geometric ergodicity of a semin-linear parabolic PDE forced by a Wiener process on a separable Hilbert space. Under a dissipative assumption on the vector field and a non-degeneracy assumption on the noise, geometric ergodicity is proved with respect to the class of measurable functions bounded by 1+‖·‖2The theorems apply under general conditions on the noise, both additive and multiplicative cases being considered, and apply for instance to a dissipative reaction-diffusion equation on [0,1] with a globally Lipschitz nonlinearity when forced by additive space-time white noise
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