Ergodic behaviour of stochastic parabolic equations
Czechoslovak Mathematical Journal, Tome 47 (1997) no. 2, pp. 277-316
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The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and $\sigma $-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Classification :
35K99, 35R60, 60H10, 60H15, 60J35
Keywords: Markov processes; invariant measures; recurrence; stochastic parabolic equations
Keywords: Markov processes; invariant measures; recurrence; stochastic parabolic equations
@article{CMJ_1997__47_2_a6,
author = {Seidler, Jan},
title = {Ergodic behaviour of stochastic parabolic equations},
journal = {Czechoslovak Mathematical Journal},
pages = {277--316},
publisher = {mathdoc},
volume = {47},
number = {2},
year = {1997},
mrnumber = {1452421},
zbl = {0935.60041},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMJ_1997__47_2_a6/}
}
Seidler, Jan. Ergodic behaviour of stochastic parabolic equations. Czechoslovak Mathematical Journal, Tome 47 (1997) no. 2, pp. 277-316. http://geodesic.mathdoc.fr/item/CMJ_1997__47_2_a6/