Invariant measures for monotone SPDE's with multiplicative noise term

Autor:	Es-Sarhir, A., Scheutzow, M., Tölle, J. M., van Gaans, O.
Rok vydání:	2009
Předmět:	Mathematics - Analysis of PDEs 35R60 60H15 60H20 47D07
Zdroj:	Appl Math Optim 68(2): 275--287 (2013)
Druh dokumentu:	Working Paper
DOI:	10.1007/s00245-013-9206-4
Popis:	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. Comment: 10 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0910.0960 Zobrazit plný text záznamu View this record from Arxiv