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Coupling for some partial differential equations driven by white noise

Author

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  • Da Prato, Giuseppe
  • Debussche, Arnaud
  • Tubaro, Luciano

Abstract

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.

Suggested Citation

  • Da Prato, Giuseppe & Debussche, Arnaud & Tubaro, Luciano, 2005. "Coupling for some partial differential equations driven by white noise," Stochastic Processes and their Applications, Elsevier, vol. 115(8), pages 1384-1407, August.
  • Handle: RePEc:eee:spapps:v:115:y:2005:i:8:p:1384-1407
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    Cited by:

    1. Debussche, Arnaud & Hu, Ying & Tessitore, Gianmario, 2011. "Ergodic BSDEs under weak dissipative assumptions," Stochastic Processes and their Applications, Elsevier, vol. 121(3), pages 407-426, March.

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