Videos

Introduction to invariant measure and unique ergodicity for SPDEs, II

Presenter
August 25, 2015
Keywords:
  • Markov transition kernel
  • basic existence and uniqueness theorems
  • invariant ergodic measure
  • Markov process
MSC:
  • 37Axx
  • 58J51
  • 28Dxx
  • 28C10
  • 37L40
  • 60H07
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.
Supplementary Materials