ESAIM: Control, Optimisation and Calculus of Variations

Table of Contents - January 2002 - Volume 8

Research Article

Asymptotic behaviour of stochastic quasi dissipative systems

Prato, Giuseppe Da

Scuola Normale Superiore di Pisa, piazza dei Cavalieri 7, 56126 Pisa, Italy; DaPrato@sms.it.

Abstract

We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

(Received January 8 2002)

(Online publication August 15 2002)

Key Words:

  • Stochastic systems;
  • reaction-diffusion equations;
  • invariant measures.

Mathematics Subject Classification:

  • 47D07;
  • 35K90
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