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Applied Mathematics and Optimization, Vol.53, No.2, 121-139, 2006
Ergodicity for nonlinear stochastic equations in variational formulation
This paper is concerned with nonlinear partial differential equations of the calculus of variation (see [13]) perturbed by noise. Well-posedness of the problem was proved by Pardoux in the seventies (see [14]), using monotonicity methods. The aim of the present work is to investigate the asymptotic behaviour of the corresponding transition semigroup P-t. We show existence and, under suitable assumptions, uniqueness of an ergodic invariant measure nu. Moreover, we solve the Kolmogorov equation and prove the so-called "identite du carre du champs". This will be used to study the Sobolev space W-1,W-2(H,nu) and to obtain information on the domain of the infinitesimal generator of P-t.