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Invariant Measures for a Random Evolution Equation with Small Perturbations
Authors:Fu Bao Xi
Institution:(1) Department of Applied Mathematics, Beijing Institute of Technology, Beijing 100081, P. R. China, E-mail: xifubao@261.net, CN
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
Keywords:Invariant measures  Large deviations  Coupling  Random evolution equation
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