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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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