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 -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}
}
Comments
29 pages