Invariant measures for nonlinear SPDE's: uniqueness and stability

Bohdan Maslowski; Jan Seidler

Archivum Mathematicum (1998)

  • Volume: 034, Issue: 1, page 153-172
  • ISSN: 0044-8753

Abstract

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The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.

How to cite

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Maslowski, Bohdan, and Seidler, Jan. "Invariant measures for nonlinear SPDE's: uniqueness and stability." Archivum Mathematicum 034.1 (1998): 153-172. <http://eudml.org/doc/248193>.

@article{Maslowski1998,
abstract = {The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.},
author = {Maslowski, Bohdan, Seidler, Jan},
journal = {Archivum Mathematicum},
keywords = {Stochastic evolution equations; invariant measures; ergodic theorems; stability; stochastic evolution equations; invariant measures; ergodic systems; stability},
language = {eng},
number = {1},
pages = {153-172},
publisher = {Department of Mathematics, Faculty of Science of Masaryk University, Brno},
title = {Invariant measures for nonlinear SPDE's: uniqueness and stability},
url = {http://eudml.org/doc/248193},
volume = {034},
year = {1998},
}

TY - JOUR
AU - Maslowski, Bohdan
AU - Seidler, Jan
TI - Invariant measures for nonlinear SPDE's: uniqueness and stability
JO - Archivum Mathematicum
PY - 1998
PB - Department of Mathematics, Faculty of Science of Masaryk University, Brno
VL - 034
IS - 1
SP - 153
EP - 172
AB - The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.
LA - eng
KW - Stochastic evolution equations; invariant measures; ergodic theorems; stability; stochastic evolution equations; invariant measures; ergodic systems; stability
UR - http://eudml.org/doc/248193
ER -

References

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