skip to main content

SciTech ConnectSciTech Connect

Title: Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.
Authors:
 [1] ; ;  [2] ;  [3]
  1. Universite Ibn Zohr, Departement de Mathematiques, Faculte des Sciences (Morocco)
  2. Technische Universitaet Berlin, Fakultaet II, Institut fuer Mathematik (Germany)
  3. Universiteit Leiden, Mathematisch Instituut (Netherlands)
Publication Date:
OSTI Identifier:
22210461
Resource Type:
Journal Article
Resource Relation:
Journal Name: Applied Mathematics and Optimization; Journal Volume: 68; Journal Issue: 2; Other Information: Copyright (c) 2013 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; DIFFUSION; DIFFUSION EQUATIONS; MATHEMATICAL SOLUTIONS; NOISE; STOCHASTIC PROCESSES