Introduction to invariant measure and Unique ergodicity for SPDEs
Presenter
August 24, 2015
Keywords:
- Markov transition kernel
- Markov process
- invariant ergodic measure
- basic existence and uniqueness theorems
MSC:
- 37Axx
- 58J51
- 28Dxx
- 28C10
- 37L40
Abstract
I will begin by discussing invariant measures for finite dimensional Markov Processes. I will consider some classical conditions for existence and uniqueness in the finite dimensional setting. Then I will show how the situation becomes more complicated in the infinite dimensional setting of and SPDE. I will mainly concentrate on dissipative SDPEs. Time permitting I will discuss Malliavin calculus and some ideas of Hypo-ellipticity in infinite dimensions.