2022
DOI: 10.1214/21-ecp443
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Ergodicity for stochastic equations of Navier–Stokes type

Abstract: In this note we consider a simple example of a finite dimensional system of stochastic differential equations driven by a one dimensional Wiener process with a drift, that displays some similarity with the stochastic Navier-Stokes Equations (NSEs), and investigate its ergodic properties depending on the strength of the drift. If the latter is sufficiently small and lies below a critical threshold, then the system admits a unique invariant probability measure which is Gaussian. If, on the other hand, the streng… Show more

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Cited by 3 publications
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“…It is well known that studying ergodic properties of dynamical systems is of profound importance from both applied and theoretical standpoints, [10]. Some of these properties are the existence and uniqueness of invariant probability measures.…”
Section: Introductionmentioning
confidence: 99%
“…It is well known that studying ergodic properties of dynamical systems is of profound importance from both applied and theoretical standpoints, [10]. Some of these properties are the existence and uniqueness of invariant probability measures.…”
Section: Introductionmentioning
confidence: 99%