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 |
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| container_title | Probability theory and related fields |
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| creator | HAIRER, M |
| description | 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. |
| doi_str_mv | 10.1007/s004400200216 |
| format | Article |
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| identifier | ISSN: 0178-8051 |
| ispartof | Probability theory and related fields, 2002-11, Vol.124 (3), p.345-368 |
| issn | 0178-8051 1432-2064 |
| language | eng |
| recordid | cdi_proquest_journals_2661269004 |
| source | SpringerLink Journals - AutoHoldings; EBSCOhost Business Source Complete |
| subjects | Exact sciences and technology Mathematical analysis Mathematics Noise Partial differential equations Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic analysis Transition probabilities White noise |
| title | Exponential mixing properties of stochastic PDEs through asymptotic coupling |
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