Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato

ESAIM: Control, Optimisation and Calculus of Variations (2010)

  • Volume: 8, page 587-602
  • ISSN: 1292-8119

Abstract

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We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

How to cite

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Prato, Giuseppe Da. "Asymptotic behaviour of stochastic quasi dissipative systems." ESAIM: Control, Optimisation and Calculus of Variations 8 (2010): 587-602. <http://eudml.org/doc/90661>.

@article{Prato2010,
abstract = { We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function. },
author = {Prato, Giuseppe Da},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Stochastic systems; reaction-diffusion equations; invariant measures.; stochastic systems; invariant measures},
language = {eng},
month = {3},
pages = {587-602},
publisher = {EDP Sciences},
title = {Asymptotic behaviour of stochastic quasi dissipative systems},
url = {http://eudml.org/doc/90661},
volume = {8},
year = {2010},
}

TY - JOUR
AU - Prato, Giuseppe Da
TI - Asymptotic behaviour of stochastic quasi dissipative systems
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2010/3//
PB - EDP Sciences
VL - 8
SP - 587
EP - 602
AB - We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.
LA - eng
KW - Stochastic systems; reaction-diffusion equations; invariant measures.; stochastic systems; invariant measures
UR - http://eudml.org/doc/90661
ER -

References

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  14. E.B. Dynkin, Markov Processes, Vol. I. Springer-Verlag (1965).  
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