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Asymptotic Couplings by Reflection and Applications for Non-Linear Monotone SPDES

Probability 2014-07-15 v1

Abstract

Asymptotic couplings by reflection are constructed for a class of non-linear monotone SPDES (stochastic partial differential equations). As applications, the gradient/H\"older estimates as well as the exponential convergence are derived for the associated Markov semigroup. The main results are illustrated by stochastic generalized porous media equations, stochastic pp-Laplacian equations, and stochastic generalized fast-diffusion equations. We emphasize that the gradient estimate is studied at the first time for these equations.

Keywords

Cite

@article{arxiv.1407.3522,
  title  = {Asymptotic Couplings by Reflection and Applications for Non-Linear Monotone SPDES},
  author = {Feng-Yu Wang},
  journal= {arXiv preprint arXiv:1407.3522},
  year   = {2014}
}

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29 pages