paper

Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting

arXiv:1907.03725 · doi:10.1007/s00220-020-03834-w

Abstract

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction-diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer, Mattingly (2011).

References in corpus (1)

Cited by in corpus (3)