English

Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts

Probability 2021-05-25 v1 Analysis of PDEs

Abstract

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups. Moreover, the existence of invariant measures and the convergence rate of corresponding transition semigroup to the invariant measure are also investigated. As applications, the main results are applied to singular stochastic pp-Laplace equations and stochastic fast diffusion equations, which solves an open problem raised by Barbu and Da Prato in [Stoc. Proc. Appl. 120(2010), 1247-1266].

Keywords

Cite

@article{arxiv.1109.2437,
  title  = {Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts},
  author = {Wei Liu and Jonas M. Tölle},
  journal= {arXiv preprint arXiv:1109.2437},
  year   = {2021}
}

Comments

http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=2308&layout=abstract