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Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
Stochastic Analysis and Applications ( IF 0.8 ) Pub Date : 2020-06-23 , DOI: 10.1080/07362994.2020.1779745
Hua Zhang 1
Affiliation  

Abstract In this article, based on the tool of coupling method, Girsanov’s theorem and a stopping argument, we establish the exponential ergodicity for white noise driven parabolic stochastic partial differential equations when the coefficients are non-Lipschitz continuous.

中文翻译:

具有两个反射壁的非 Lipschitz 白噪声驱动的抛物线随机偏微分方程的指数遍历性

摘要 本文基于耦合方法、Girsanov 定理和停止参数,建立了系数为非Lipschitz 连续的白噪声驱动抛物线随机偏微分方程的指数遍历性。
更新日期:2020-06-23
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