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Article Dans Une Revue Stochastic Processes and their Applications Année : 2005

Coupling for some partial differential equations driven by white noise

Résumé

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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Dates et versions

hal-00003102 , version 1 (20-10-2004)

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Giuseppe da Prato, Arnaud Debussche, Luciano Tubaro. Coupling for some partial differential equations driven by white noise. Stochastic Processes and their Applications, 2005, 115 (8), pp.1384-1407. ⟨10.1016/j.spa.2005.03.010⟩. ⟨hal-00003102⟩
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