Coupling approach to white-forced nonlinear PDEs
By Sergei B. Kuksin, Armen Shirikyan. 2002
102 citations recorded by the source corpus.
Subfields: Applied Mathematics, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/dad31e5bb030b93190ca9b98da54e9fd37fb060f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Arnaud Debussche
- Martin Hairer
- Jerzy Zabczyk
- C. Odasso
- Enrico Priola
- Jonathan C. Mattingly
- M. Scheutzow
- Armen Shirikyan
In Control and Systems Engineering
- Arnaud Debussche
- Martin Hairer
- C. Odasso
- Jonathan C. Mattingly
- Jerzy Zabczyk
- M. Scheutzow
- Enrico Priola
- Bohdan Maslowski
In Finance
- Arnaud Debussche
- Martin Hairer
- Jerzy Zabczyk
- C. Odasso
- M. Scheutzow
- Jonathan C. Mattingly
- Enrico Priola
- Bohdan Maslowski
Citations in the corpus
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier–Stokes equations (2006, result): “We should also remark that previous estimates, such as [20, 29, 37, 38], giving simply exponential convergence to equilibrium are weaker and the results in this article represent a significant and new extension of those results.”
- Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations (2009, background): “While even simple, formally elliptic, linear SPDEs can have transition probabilities which are mutually singular, the bulk of recent work has been motivated by equations driven by noise which is “degenerate” to varying degrees [EH01, BKL01, EMS01, KS02 , Mat02b, HM06, HM08a].”
- Exponential mixing for stochastic PDEs: the non-additive case (2005, methodology): “These arguments have initially been used in the context of dissipative SPDEs in [23], [26].”
- Exponential ergodicity and regularity for equations with Lévy noise (2011, background): “We refer the reader to [13,19,35] for discrete-time random perturbations, to [21,11,14,36,24] for a white noise, to [22] for a compound Poisson process, and to the book [15] for further references on this subject.”
- Exponential ergodicity for stochastic Burgers and 2D Navier–Stokes equations (2005, background): “The exponential rate of convergence of transition measures to the invariant measure μ of the stochastic Navier-Stokes equation was proved for the first time in [1] for μ-almost every initial condition and subsequently for every square integrable initial condition in [22] and [26] (see also [10]).”
- Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction (2013, methodology): “Then, these arguments were generalized in several directions and the theory was extended to many other equations (see for instance [23], [35], [37], [43], [41], [44], [45] , [46], [56], [57], [63]).”