Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling

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dc.creatorHairer, Martin
dc.date2001-09-18
dc.date.accessioned2026-07-07T04:43:25Z
dc.date.available2026-07-07T04:43:25Z
dc.descriptionWe 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.
dc.description41 pages
dc.identifierhttps://arxiv.org/abs/math/0109115
dc.identifierhttp://arxiv.org/abs/math/0109115
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/62213
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60H15
dc.titleExponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling
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