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Accueil du site > Séminaires > Probabilités Statistiques et réseaux de neurones > Exponential ergodicity for SPDEs

Vendredi 15 juin 2007 à 12h

Exponential ergodicity for SPDEs

Bohdan Maslowski (Académie des Sciences Tcheque),

Résumé : Some concepts of exponential ergodicity are discussed for infinite dimensional stochastic systems defined by stochastic PDE’s. In particular, uniform exponential ergodicity and V-uniform ergodicity results are presented for stochastic non-degenerate systems The proofs are based on general ergodic theorems (lower bound measures) for embedded Markov chains. They are applicable in general situations but do not allow to obtain explicit bounds on constants of convergence. However, in some specific cases the lower bound measures may be found directly, which makes it possible to find explicit constants of convergence. This turns out to be useful in some applications (e.g., in ergodic control theory).

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