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- W2030801672 abstract "This work establishes and exploits a connection between the invariant measure of stochastic partial differential equations (SPDEs) and the law of bridge processes. Namely, it is shown that the invariant measure of ut = uxx + f( u)+ √ 2 eη (x, t), where η(x, t) is a space–time white-noise, is identical to the law of the bridge process associated to d U = a(U )dx + √ e d W( x), provided that a and f are related by ea �� (u) + 2a � (u)a(u) =− 2 f( u), u ∈ R. Some consequences of this connection are investigated, including the existence and properties of the invariant measure for the SPDE on the line, x ∈ R. To cite this article:" @default.
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- W2030801672 date "2005-02-01" @default.
- W2030801672 modified "2023-09-25" @default.
- W2030801672 title "Invariant measures of stochastic partial differential equations and conditioned diffusions" @default.
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- W2030801672 doi "https://doi.org/10.1016/j.crma.2004.12.025" @default.
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