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journal article

Exponential mixing properties of stochastic PDEs through asymptotic coupling

Hairer, Martin  
November 1, 2002
PROBABILITY THEORY AND RELATED FIELDS

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.

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Type
journal article
DOI
10.1007/s004400200216
Web of Science ID

WOS:000179533900002

Author(s)
Hairer, Martin  
Date Issued

2002-11-01

Publisher

SPRINGER-VERLAG

Published in
PROBABILITY THEORY AND RELATED FIELDS
Volume

124

Issue

3

Start page

345

End page

380

Subjects

SEMILINEAR EQUATIONS

•

DRIVEN

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241250
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