summary: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 applied to the stochastic reaction diffusion equation in $\mathbb{R}^d$ with $d\le 3$
We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
In this thesis we study ergodicity and metastability of solutions to the stochastic quantisation equ...
summary:We study ergodic properties of stochastic dissipative systems with additive noise. We show t...
summary:We study ergodic properties of stochastic dissipative systems with additive noise. We show t...
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We est...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
AbstractWe prove exponential convergence to the invariant measure, in the total variation norm, for ...
AbstractMild sufficient conditions for exponential ergodicity of a Markov process defined as the sol...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
AbstractUnder the conditions of coefficients being non-Lipschitz and the diffusion coefficient being...
We prove the convergence at an exponential rate towards the invariant probability measure for a clas...
AbstractIt is proved that under suitable conditions the probability laws of two arbitrary solutions ...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
AbstractThis paper is concerned with a class of stochastic differential equations which arises by ad...
We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
In this thesis we study ergodicity and metastability of solutions to the stochastic quantisation equ...
summary:We study ergodic properties of stochastic dissipative systems with additive noise. We show t...
summary:We study ergodic properties of stochastic dissipative systems with additive noise. We show t...
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We est...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
AbstractWe prove exponential convergence to the invariant measure, in the total variation norm, for ...
AbstractMild sufficient conditions for exponential ergodicity of a Markov process defined as the sol...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
AbstractUnder the conditions of coefficients being non-Lipschitz and the diffusion coefficient being...
We prove the convergence at an exponential rate towards the invariant probability measure for a clas...
AbstractIt is proved that under suitable conditions the probability laws of two arbitrary solutions ...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
AbstractThis paper is concerned with a class of stochastic differential equations which arises by ad...
We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
In this thesis we study ergodicity and metastability of solutions to the stochastic quantisation equ...