Exponential mixing properties of stochastic PDEs through asymptotic coupling

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions amount essentially to the fact that the equation transmits th...

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Veröffentlicht in:Probability theory and related fields 2002-11, Vol.124 (3), p.345-368
1. Verfasser: HAIRER, M
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions amount essentially to the fact that the equation transmits the noise to all its determining modes. Several examples are investigated, including some where the noise does not act on every determining mode directly.
ISSN:0178-8051
1432-2064
DOI:10.1007/s004400200216