Invariant measures for nonlinear SPDE's: uniqueness and stability

Maslowski, Bohdan ; Seidler, Jan

Archivum mathematicum, Tome 34 (1998) no. 1, pp. 153-172

Abstract (VO)

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.

Détail

Classification : 35R60, 47D07, 60H15
Keywords: Stochastic evolution equations; invariant measures; ergodic theorems; stability

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