Coupling at infinity

Stochastics Seminar
Thursday, March 10, 2011 - 15:05
1 hour (actually 50 minutes)
Skiles 005
Duke University, Mathematics Department
   I will discuss how the idea of coupling at time infinity is equivalent to unique ergodicity of a markov process. In general, the coupling will be a kind of "asymptotic Wasserstein" coupling.  I will draw examples from SDEs with memory and SPDEs. The fact that both are infinite dimensional markov processes is no coincidence.