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In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in Fuhrman et al. (2009) [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying...
Persistent link: https://www.econbiz.de/10008873210
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.
Persistent link: https://www.econbiz.de/10008874041
Uniform large deviations at the level of the paths for the stochastic nonlinear Schrodinger equation are presented. The noise is a real multiplicative Gaussian noise, white in time and colored in space. The trajectory space allows blow-up. It is endowed with a topology analogous to a projective...
Persistent link: https://www.econbiz.de/10008873632