[1] S. Albeverio V. Bogachev M. Röckner: On uniqueness of invariant measures for finite and infinite dimensional diffusions. Universität Bielefeld, SFB 343, Preprint 97–057

[2] S. Albeverio, Yu. G. Kondratiev M. Röckner: Ergodicity of $L^2$-semigroups and extremality of Gibbs states. J. Funct. Anal. 144 (1997), 394–423 MR 1432591

[3] S. Albeverio, Yu. G. Kondratiev M. Röckner: Ergodicity for the stochastic dynamics of quasi-invariant measures with applications to Gibbs states. J. Funct. Anal. 149 (1997), 415–469 MR 1472365

[4] A. Bensoussan A. Răşcanu: Large time behaviour for parabolic stochastic variational inequalities. An. Ştiinţ. Univ. Al. I. Cuza Iaşi Secţ. I a Mat. 42 (1996), 149–173 MR 1608249

[5] V. I. Bogachev N. Krylov M. Röckner: Regularity of invariant measures: the case of non-constant diffusion part. J. Funct. Anal. 138 (1996), 223–242 MR 1391637

[6] V. I. Bogachev M. Röckner: Regularity of invariant measures in finite and infinite dimensional spaces and applications. J. Funct. Anal. 133 (1995), 168–223 MR 1351647

[7] V. Bogachev M. Röckner T. S. Zhang: Existence and uniqueness of invariant measures: an approach via sectorial forms. Universität Bielefeld, SFB 343, Preprint 97–072

[8] A. Chojnowska-Michalik B. Goldys: Existence, uniqueness and invariant measures for stochastic semilinear equations in Hilbert spaces. Probab. Theory Related Fields 102 (1995), 331-356 MR 1339737

[9] I. D. Chueshov T. V. Girya: Inertial manifolds and forms for semilinear parabolic equations subjected to additive noise. Lett. Math. Phys. 34 (1995), 69–76 MR 1334036

[10] G. Da Prato A. Debussche: Stochastic Cahn-Hilliard equation. Nonlinear Anal. 26 (1996), 241–263 MR 1359472

[11] G. Da Prato K. D. Elworthy J. Zabczyk: Strong Feller property for stochastic semilinear equations. Stochastic Anal. Appl. 13 (1995), 35–45 MR 1313205

[12] G. Da Prato D. Gątarek: Stochastic Burgers equation with correlated noise. Stochastics Stochastics Rep. 52 (1995), 29–41 MR 1380259

[13] G. Da Prato D. Gątarek J. Zabczyk: Invariant measures for semilinear stochastic equations. Stochastic Anal. Appl. 10 (1992), 387–408 MR 1178482

[14] G. Da Prato D. Nualart J. Zabczyk: Strong Feller property for infinite-dimensional stochastic equations. Scuola Normale Superiore Pisa, Preprints di Matematica n. 33/1994

[15] G. Da Prato J. Zabczyk: Smoothing properties of transition semigroups in Hilbert spaces. Stochastics Stochastics Rep. 35 (1991), 63–77 MR 1110991

[16] G. Da Prato J. Zabczyk: Non-explosion, boundedness and ergodicity for stochastic semilinear equations. J. Differential Equations 98 (1992), 181–195 MR 1168978

[17] G. Da Prato J. Zabczyk: On invariant measure for semilinear equations with dissipative nonlinearities. Stochastic partial differential equations and their applications (Charlotte, 1991), 38–42, Lecture Notes in Control Inform. Sci. 176, Springer 1992 MR 1176769

[18] G. Da Prato J. Zabczyk: Stochastic equations in infinite dimensions. Cambridge University Press, Cambridge 1992 MR 1207136

[19] G. Da Prato J. Zabczyk: Convergence to equilibrium for classical and quantum spin systems. Probab. Theory Related Fields 103 (1995), 529–552 MR 1360204

[20] G. Da Prato J. Zabczyk: Ergodicity for infinite dimensional systems. Cambridge University Press, Cambridge 1996 MR 1417491

[21] J. L. Doob: Asymptotic properties of Markoff transition probabilities. Trans. Amer. Math. Soc. 63 (1948), 393–421 MR 0025097 | Zbl 0041.45406

[22] M. Duflo D. Revuz: Propriétés asymptotiques de probabilités de transition des processus de Markov récurrents. Ann. Inst. H. Poincaré Probab. Statist. 5 (1969), 233–244 MR 0273680

[23] B. Ferrario: Ergodic results for stochastic Navier-Stokes equation. Stochastics Stochastics Rep. 60 (1997), 271–288 MR 1467721 | Zbl 0882.60059

[24] F. Flandoli B. Maslowski: Ergodicity of the 2–D Navier-Stokes equation under random perturbations. Comm. Math. Phys. 171 (1995), 119–141 MR 1346374

[25] M. I. Freidlin: Random perturbations of reaction-diffusion equations: the quasi-deterministic approximation. Trans. Amer. Math. Soc. 305 (1988), 665–697 MR 0924775 | Zbl 0673.35049

[26] M. Fuhrman: Smoothing properties of nonlinear stochastic equations in Hilbert spaces. NODEA Nonlinear Differential Equations Appl. 3 (1996), 445–464 MR 1418590 | Zbl 0866.60050

[27] D. Gątarek B. Gołdys: Existence, uniqueness and ergodicity for the stochastic quantization equation. Studia Math. 119 (1996), 179–193 MR 1391475

[28] D. Gątarek B. Goldys: On invariant measures for diffusions on Banach spaces. Potential Anal. 7 (1997), 539–553 MR 1467205

[29] T. V. Girya: On stabilization of solutions to nonlinear stochastic parabolic equations. Ukrain. Mat. Zh. 41 (1989), 1630–1636 (in Russian) MR 1042959

[30] T. V. Girya I. D. Khueshov: Inertial manifolds and stationary measures for dissipative dynamical systems with a random perturbation. Mat. Sb. 186 (1995), 29–46 (in Russian) MR 1641664

[31] Hu Xuanda: Boundedness and invariant measures of semilinear stochastic evolution equations. Nanjing Daxue Xuebao Shuxue Bannian Kan 4 (1987), 1–14 MR 0916950 | Zbl 0652.60065

[32] A. Ichikawa: Semilinear stochastic evolution equations: Boundedness, stability and invariant measures. Stochastics 12 (1984), 1–39 MR 0738933 | Zbl 0538.60068

[33] Ya. Sh. Il’yasov A. I. Komech: The Girsanov theorem and ergodic properties of statistical solutions to nonlinear parabolic equations. Trudy Sem. Petrovskogo 12 (1987), 88–117 (in Russian) MR 0933054

[34] S. Jacquot: Strong ergodicity results on Wiener space. Stochastics Stochastics Rep. 51 (1994), 133–154 MR 1380766 | Zbl 0851.60059

[35] S. Jacquot: Simulated annealing for stochastic semilinear equations in Hilbert spaces. Stochastic Process. Appl. 64 (1996), 73–91 MR 1419493

[36] S. Jacquot G. Royer: Ergodicité d’une classe d’équations aux dérivées partielles stochastiques. C. R. Acad. Sci. Paris Sér. Math. 320 (1995), 231–236 MR 1320362

[37] R. Z. Khas’minskiĭ: Ergodic properties of recurrent diffusion processes and stabilization of solutions to the Cauchy problem for parabolic equations. Teor. Veroyatnost. i Primenen. 5 (1960), 196–214 (in Russian) MR 0133871

[38] R. Z. Khas’minskiĭ: Stability of systems of differential equations under random perturbations of their parameters. Nauka, Moskva 1969 (in Russian); English translation: Stochastic stability of differential equations, Sijthoff & Noordhoff, Alphen aan den Rijn 1980

[39] Yu. G. Kondratiev S. Roelly H. Zessin: Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view. Stochastic Process. Appl. 61 (1996), 223–248 MR 1386174

[40] S. M. Kozlov: Some problems concerning stochastic partial differential equations. Trudy Sem. Petrovskogo 4 (1978), 147–172 (in Russian) MR 0524530

[41] H.-H. Kuo: Gaussian measures in Banach spaces. Lecture Notes in Math. 463, Berlin 1975 MR 0461643 | Zbl 0306.28010

[42] G. Leha G. Ritter: Lyapunov-type conditions for stationary distributions of diffusion processes on Hilbert spaces. Stochastics Stochastics Rep. 48 (1994), 195–225 MR 1782748

[43] G. Leha G. Ritter: Stationary distributions of diffusion processes with singular drift on Hilbert spaces. in preparation

[44] R. Manthey B. Maslowski: Qualitative behaviour of solutions of stochastic reaction-diffusion equations. Stochastic Process. Appl. 43 (1992), 265–289 MR 1191151

[45] R. Marcus: Parabolic Itô equations. Trans. Amer. Math. Soc. 198 (1974), 177–190 MR 0346909

[46] R. Marcus: Parabolic Itô equations with monotone nonlinearities. J. Funct. Anal. 29 (1978), 275–286 MR 0512245 | Zbl 0397.47034

[47] R. Marcus: Stochastic diffusion on an unbounded domain. Pacific J. Math. 84 (1979), 143–153 MR 0559632 | Zbl 0423.60056

[48] G. Maruyama H. Tanaka: Ergodic property of $N$-dimensional recurrent Markov processes. Mem. Fac. Sci. Kyushu Univ. Ser. A 13 (1959), 157–172 MR 0112175

[49] B. Maslowski: Uniqueness and stability of invariant measures for stochastic differential equations in Hilbert spaces. Stochastics Stochastics Rep. 28 (1989), 85–114 MR 1018545 | Zbl 0683.60037

[50] B. Maslowski: Strong Feller property for semilinear stochastic evolution equations and applications. Stochastic systems and optimization (Warsaw, 1988), 210–224, Lecture Notes in Control Inform. Sci. 136, Springer-Verlag, Berlin 1989 MR 1180781

[51] B. Maslowski: On ergodic behaviour of solutions to systems of stochastic reaction-diffusion equations with correlated noise. Stochastic processes and related topics (Georgenthal, 1990), 93–102, Akademie-Verlag, Berlin 1991 MR 1127885

[52] B. Maslowski: On probability distributions of solutions of semilinear stochastic evolution equations. Stochastics Stochastics Rep. 45 (1993), 17–44 MR 1277360 | Zbl 0792.60058

[53] B. Maslowski: Stability of semilinear equations with boundary and pointwise noise. Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4) 22 (1995), 55–93 MR 1315350 | Zbl 0830.60056

[54] B. Maslowski: Asymptotic properties of stochastic equations with boundary and pointwise noise. Stochastic processes and related topics (Siegmundsburg, 1994), 67–76, Gordon and Breach, Amsterdam 1996 MR 1393497

[55] B. Maslowski J. Seidler: Ergodic properties of recurrent solutions of stochastic evolution equations. Osaka J. Math. 31 (1994), 965–1003 MR 1315015

[56] B. Maslowski J. Seidler: Probabilistic approach to the strong Feller property. in preparation

[57] B. Maslowski I. Simão: Asymptotic properties of stochastic semilinear equations by method of lower measures. Colloq. Math. 79 (1997), 147–171 MR 1425551

[58] S. Mück: Semilinear stochastic equations for symmetric diffusions. Stochastics Stochastics Rep., to appear (1998) MR 1613264

[59] C. Mueller: Coupling and invariant measures for the heat equation with noise. Ann. Probab. 21 (1993), 2189–2199 MR 1245306 | Zbl 0795.60056

[60] S. Peszat J. Zabczyk: Strong Feller property and irreducibility for diffusions on Hilbert spaces. Ann. Probab. 23 (1995), 157–172 MR 1330765

[61] J. Seidler: Ergodic behaviour of stochastic parabolic equations. Czechoslovak Math. J. 47 (122) (1997), 277–316 MR 1452421 | Zbl 0935.60041

[62] R. Sowers: Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations. Probab. Theory Related Fields 92 (1994), 393–421 MR 1165518

[63] Ł. Stettner: Remarks on ergodic conditions for Markov processes on Polish spaces. Bull. Polish Acad. Sci. Math. 42 (1994), 103–114 MR 1810695 | Zbl 0815.60072

[64] D. W. Stroock: Logarithmic Sobolev inequality for Gibbs states. Dirichlet forms (Varenna, 1992), 194–228, Lecture Notes in Math. 1563, Springer-Verlag, Berlin 1993 MR 1292280

[65] M. J. Vishik A. V. Fursikov: Mathematical problems of stochastic hydromechanics. Kluwer Academic Publishers, Dordrecht 1988

[66] J. Zabczyk: Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Mathematical control theory, 591–609, Banach Center Publications Vol. 14, PWN, Warsaw 1985 MR 0851253 | Zbl 0573.93076

[67] B. Zegarlinski: Ergodicity of Markov semigroups. Stochastic partial differential equations (Edinburgh, 1994), 312–337, Cambridge University Press, Cambridge 1995 MR 1352750