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Ergodicity and mixing for locally monotone stochastic evolution equations

math.PR · 2024-12-02 · unverdicted · novelty 5.0

General quantitative conditions are established for the existence of a unique invariant probability measure and exponential ergodicity of Markov semigroups for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise, together with moment estimates and Wasserst

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  • Ergodicity and mixing for locally monotone stochastic evolution equations math.PR · 2024-12-02 · unverdicted · none · ref 66

    General quantitative conditions are established for the existence of a unique invariant probability measure and exponential ergodicity of Markov semigroups for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise, together with moment estimates and Wasserst