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Weak Feller property and invariant measures

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If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

We show that many stochastic differential equations (even on unbounded domains) are weakly Feller and bounded in probability. Consequently, an invariant measure exists by the Krylov-Bogolyubov theorem as boundedness coincides with compactness in the weak topology. A joint work with Jan Seidler and Zdzislaw Brzezniak.

This talk is part of the Isaac Newton Institute Seminar Series series.

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