Generalized couplings and ergodic rates for SPDEs and other Markov models
classification
🧮 math.PR
keywords
equationsergodicityexponentialgeneralizedmarkovstochasticadditiveapply
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We establish verifiable general sufficient conditions for exponential or subexponential ergodicity of Markov processes that may lack the strong Feller property. We apply the obtained results to show exponential ergodicity of a variety of nonlinear stochastic partial differential equations with additive forcing, including 2D stochastic Navier-Stokes equations. Our main tool is a new version of the generalized coupling method.
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