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journal article
Exponential mixing properties of stochastic PDEs through asymptotic coupling
November 1, 2002
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.
Type
journal article
Web of Science ID
WOS:000179533900002
Authors
Publication date
2002-11-01
Publisher
Published in
Volume
124
Issue
3
Start page
345
End page
380
Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
September 17, 2024
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