The aim of the talk is to review results on ergodicity and large time behaviour of processes defined by stochastic differential equations in infinite dimensional state spaces (and on applications to stochastic PDE's). Strong (variational) ergodicity, the strong law of large numbers, and some kinds of exponential ergodicity will be discussed and the main differences between finite and infinite dimensional cases will be explained. The results may be applied, e.g., to stochastic reaction-diffusion, Burgers or (2D) Navier-Stokes equations.
 

Convenor:Aidan Sudbury