Asymptotic Couplings by Reflection and Applications for Non-Linear Monotone SPDES

2014/07/14 by Wang, Feng-Yu · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1407.3522

Abstract

Asymptotic couplings by reflection are constructed for a class of non-linear monotone SPDES (stochastic partial differential equations). As applications, the gradient/Hölder estimates as well as the exponential convergence are derived for the associated Markov semigroup. The main results are illustrated by stochastic generalized porous media equations, stochastic p-Laplacian equations, and stochastic generalized fast-diffusion equations. We emphasize that the gradient estimate is studied at the first time for these equations.

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