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Markovianity and ergodicity for a surface growth PDE
- Source :
- Ann. Probab. 37, no. 1 (2009), 275-313
- Publication Year :
- 2009
-
Abstract
- The paper analyses a model in surface growth, where uniqueness of weak solutions seems to be out of reach. We provide the existence of a weak martingale solution satisfying energy inequalities and having the Markov property. Furthermore, under non-degeneracy conditions on the noise, we establish that any such solution is strong Feller and has a unique invariant measure.<br />Comment: 33 pages, 1 figure
- Subjects :
- Statistics and Probability
weak energy solution
strong Feller property
surface growth model
weak energy solutions
Markov solutions
ergodicity
FOS: Physical sciences
Markov solution
Feller-Prozess
Markov-Prozess
Schwache Lösung
Probability theory
Ergodentheorie
35R60
FOS: Mathematics
Applied mathematics
Uniqueness
ddc:510
Mathematical Physics
Mathematics
60H15
35Q99, 35R60, 60H30
Partial differential equation
Wachstumsmodell
Mathematical analysis
Ergodicity
Probability (math.PR)
Mathematical Physics (math-ph)
35Q99
Partielle Differentialgleichung
Markov property
Invariant measure
Statistics, Probability and Uncertainty
Martingale (probability theory)
60H30
Surface growth model
Mathematics - Probability
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Ann. Probab. 37, no. 1 (2009), 275-313
- Accession number :
- edsair.doi.dedup.....c676139f12bef0093a0488a8385766ba