Ergodicity for a class of semilinear stochastic partial differential equations

Abstract

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs of various types such as the stochastic Burgers equation and the reaction‐diffusion equations perturbed by space‐time white noise.