On a Unique Ergodicity of Some Markov Processes

被引：11
|
作者：
Kapica, Rafal [1 ,3 ]
Szarek, Tomasz [2 ,4 ]
Sleczka, Maciej [3 ]
机构：
[1] Univ Silesia, Inst Math, Bankowa 14, PL-40007 Katowice, Poland
[2] Univ GdaAsk, Inst Math, Wita Stwosza 57, GdaAsk, Poland
[3] Univ Silesia, Inst Math, PL-40007 Katowice, Poland
[4] Univ Gdansk, Inst Math, PL-80952 Gdansk, Poland
来源：
POTENTIAL ANALYSIS | 2012年 / 36卷 / 04期
关键词：
Ergodicity of Markov families; Invariant measures; Stochastic heat equations; STRONG FELLER PROPERTY;
D O I：
10.1007/s11118-011-9242-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
It is proved that the sufficient condition for the uniqueness of an invariant measure for Markov processes with the strong asymptotic Feller property formulated by Hairer and Mattingly (Ann Math 164(3):993-1032, 2006) entails the existence of at most one invariant measure for e-processes as well. Some application to time-homogeneous Markov processes associated with a nonlinear heat equation driven by an impulsive noise is also given.
引用
收藏
页码：589 / 606
页数：18
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