Ergodicity of a nonlinear stochastic reaction–diffusion equation with memory

Hung D. Nguyen

Stochastic Processes and their Applications, 2023, vol. 155, issue C, 147-179

Abstract: We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we show that the system in concern admits a unique weak solution. Also, any statistically steady state must possess regularity compatible with that of the solution. Moreover, if sufficiently many directions are stochastically forced, we employ the generalized coupling approach to prove that there exists a unique invariant probability measure and that the system is exponentially attractive. This extends ergodicity results previously established in Bonaccorsi et al., (2012).

Keywords: Integral stochastic equation; Asymptotic coupling; Geometric ergodicity (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spa.2022.10.005

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