In this paper we consider a random evolution equation with small perturbations, and show how to construct coupled solutions to the equation. As applications, we prove the Feller continuity of the solutions and the existence and uniqueness of invariant measures. Furthermore, we establish a large deviations principle for the family of invariant measures as the perturbations tend to zero.
Fu Bao XI.
Invariant Measures for Random Evolution Equation with Small Perturbations. Acta Mathematica Sinica, Chinese Series, 2004, 47(1): 197-202 https://doi.org/10.12386/A2004sxxb0026