Talk page

Title:
Introduction to invariant measure and unique ergodicity for SPDEs

Speaker:
Jonathan Mattingly

Abstract:
I will begin by discussing invariant measures for finite dimensional Markov Processes. I will consider some classical conditions for existence and uniqueness in the finite dimensional setting. Then I will show how the situation becomes more complicated in the infinite dimensional setting of and SPDE. I will mainly concentrate on dissipative SDPEs. Time permitting I will discuss Malliavin calculus and some ideas of Hypo-ellipticity in infinite dimensions

Link:
https://www.msri.org/workshops/760/schedules/20142

Workshop:
MSRI- Introductory Workshop: Randomness and long time dynamics in nonlinear evolution differential equations