Existence and uniqueness of invariant measures for stochastic evolution equations with weakly dissipative drifts

Wei Liu*, Jonas M. Tölle

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

18 Citations (Scopus)

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 semi groups. Moreover, the existence of invariant measures and the convergence rate of corresponding transition semi group to the invariant measure are also investigated. As applications, the main results are applied to singular stochastic p-Laplace equations and stochastic fast diffusion equations, which solves an open problem raised by Barbu and Da Prato in.

Original languageEnglish
Pages (from-to)447-457
Number of pages11
JournalElectronic Communications in Probability
Volume16
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article-refereed

Keywords

  • Dissipative
  • Fast diffusion equation
  • Invariant measure
  • P-laplace equation
  • Stochastic evolution equation

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