Coupling at infinity

Series
Stochastics Seminar
Time
Thursday, March 10, 2011 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Jonathan Mattingly – Duke University, Mathematics Department
Organizer
Yuri Bakhtin
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.