Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

Journal Article · Tue Oct 15 00:00:00 EDT 2013 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-013-9206-4· OSTI ID:22210461

Es-Sarhir, Abdelhadi ^[1]; Scheutzow, Michael

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1. Universite Ibn Zohr, Departement de Mathematiques, Faculte des Sciences (Morocco)

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.

• OSTI ID: 22210461
• Journal Information: Applied Mathematics and Optimization, Vol. 68, 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); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
DIFFUSION
DIFFUSION EQUATIONS
MATHEMATICAL SOLUTIONS
NOISE
STOCHASTIC PROCESSES