Martin Hairer
Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling
(315K, Postscript)

ABSTRACT.  We consider parabolic stochastic partial differential equations 
driven by white noise in time. We prove exponential convergence 
of the transition probabilities towards a unique invariant measure 
under suitable conditions. These conditions amount essentially to 
the fact that the equation transmits the noise to all its determining 
modes. Several examples are investigated, including some where the 
noise does {\it not} act on every determining mode directly.