Ergodicity for a class of semilinear stochastic partial differential equations
Probability
2018-12-12 v1
Abstract
In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.
Keywords
Cite
@article{arxiv.1812.04591,
title = {Ergodicity for a class of semilinear stochastic partial differential equations},
author = {Zhao Dong and Rangrang Zhang},
journal= {arXiv preprint arXiv:1812.04591},
year = {2018}
}