Coupling for some partial differential equations driven by white noise

We prove, using coupling arguments, exponential convergence to equilibrium for reaction-diffusion and Burgers equations driven by space-time white noise. We use a coupling by reflection.

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Year of publication:	2005
Authors:	Da Prato, Giuseppe ; Debussche, Arnaud ; Tubaro, Luciano
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 8, p. 1384-1407
Publisher:	Elsevier
Keywords:	Coupling Reaction-diffusion equations Burgers equation Exponential convergence to equilibrium

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874041