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In this paper, we establish the existence and the uniqueness of solutions of stochastic evolution equations (SEEs) with reflection in an infinite dimensional ball. Our framework is sufficiently general to include e.g. the stochastic…

Probability · Mathematics 2023-09-06 Zdzisław Brzeźniak , Tusheng Zhang

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.

Probability · Mathematics 2011-04-28 Jiagang Ren , Jing Wu , Xicheng Zhang

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

Probability · Mathematics 2016-07-11 Laure Pédèches

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…

Probability · Mathematics 2015-01-27 Jian Wang

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…

Probability · Mathematics 2013-03-15 Kenneth L. Kuttler , Ji Li

In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…

Probability · Mathematics 2022-04-05 Jianhai Bao , Jian Wang

By refining a recent result of Xie and Zhang, we prove the exponential ergodicity under a weighted variation norm for singular SDEs with drift containing a local integrable term and a coercive term. This result is then extended to singular…

Probability · Mathematics 2023-03-10 Feng-Yu Wang

We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the…

Probability · Mathematics 2007-05-23 Jonathan C. Mattingly

This paper establishes the well-posedness of stochastic partial differential equations with reflection in an infinite-dimensional ball, within the fully local monotone framework. Our result is very general, including many important models…

Probability · Mathematics 2026-05-12 Qi Li , Yue Li , Tusheng Zhang

We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…

Analysis of PDEs · Mathematics 2015-05-11 Sascha Trostorff

In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, exponential ergodicity and the spectral gap for the…

Probability · Mathematics 2012-07-12 Huijie Qiao

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…

Probability · Mathematics 2007-05-23 Beniamin Goldys , Bohdan Maslowski

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

We prove that the Navier-Stokes, the Euler and the Stokes equations admit a Lagrangian structure using the stochastic embedding of Lagrangian systems. These equations coincide with extremals of an explicit stochastic Lagrangian functional,…

Analysis of PDEs · Mathematics 2008-11-21 Jacky Cresson , Sébastien Darses

We prove ergodicity of the finite dimensional approximations of the three dimensional Navier-Stokes equations, driven by a random force. The forcing noise acts only on a few modes and some algebraic conditions on the forced modes are found…

Probability · Mathematics 2007-05-23 M. Romito

We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of…

Probability · Mathematics 2019-03-27 Oleg Butkovsky , Alexei Kulik , Michael Scheutzow

At the molecular level fluid motions are, by first principles, described by time reversible laws. On the other hand, the coarse grained macroscopic evolution is suitably described by the Navier-Stokes equations, which are inherently…

We give an approach to exponential stability within the framework of evolutionary equations due to [R. Picard. A structural observation for linear material laws in classical mathematical physics. Math. Methods Appl. Sci.,…

Analysis of PDEs · Mathematics 2014-01-07 Sascha Trostorff
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