Invariant Measures for a Random Evolution Equation with Small Perturbations |
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Authors: | Fu Bao Xi |
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Institution: | (1) Department of Applied Mathematics, Beijing Institute of Technology, Beijing 100081, P. R. China, E-mail: xifubao@261.net, CN |
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Abstract: | In this paper we consider a random evolution equation with small perturbations, and show how to construct coupled solutions
to the equations. As applications, we prove the Feller continuity of the solutions and the existence and uniqueness of invariant
measures. Furthermore, we establish a large deviations principle for the family of invariant measures as the perturbations
tend to zero.
Received March 20,1998, Accepted June 1, 2000 |
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Keywords: | Invariant measures Large deviations Coupling Random evolution equation |
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