Invariant Measure for Linear Stochastic PDEs in the space of Tempered distributions
Arvind Kumar Nath

TL;DR
This paper establishes the existence and uniqueness of invariant measures for linear stochastic PDEs with potential in the space of tempered distributions, utilizing monotonicity inequalities to analyze stability and measure properties.
Contribution
It introduces a novel approach using monotonicity inequalities to prove invariant measure existence and uniqueness for a class of linear stochastic PDEs in tempered distributions.
Findings
Proves exponential stability of solutions.
Establishes existence of invariant measures.
Demonstrates uniqueness of invariant measures.
Abstract
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions. The uniqueness of Invariant Measure follows from Monotonicity inequality.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications
