Dissipative stochastic equations in Hilbert space with time dependent coefficients

被引：0

作者：

Da Prato, Giuseppe ^{[1
]}

Roeckner, Michael ^{[2
]}

机构：

[1] Scuola Normale Super Pisa, I-56126 Pisa, Italy

[2] Purdue Univ, Dept Math & Stat, W Lafayette, IN 47907 USA

来源：

RENDICONTI LINCEI-MATEMATICA E APPLICAZIONI | 2006年 / 17卷 / 04期

关键词：

Dissipative stochastic equations; evolution systems of measures; mixing;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove existence and, under an additional assumption, uniqueness of an evolution system of measures (nu(t))(t is an element of R) for a stochastic differential equation with time dependent dissipative coefficients. We prove that if P-s,P-t denotes the corresponding transition evolution operator, then P-s,P- t phi behaves asymptotically as t -> +infinity like a limit curve (which is independent of s) for any continuous and bounded "observable" phi.

引用

页码：397 / 403

页数：7

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