Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
Fubao Xi, Mingkun Ye, Zuozheng Zhang
公開日: 2025/9/17
Abstract
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or countably infinite states. The well-posedness of the underlying process is obtained by Skorokhod's representation of the switching component. Then, the exponential mixing of such processes in a finite state space is derived by using the so-called remote start method proposed firstly by Prato and Zabczyk in [10]. Finally, the corresponding result in a countable infinite state space is further obtained via the finite partition method.