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
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.
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页码:397 / 403
页数:7
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