Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

被引：4
|
作者：
Es-Sarhir, Abdelhadi [1 ]
Scheutzow, Michael [2 ]
Toelle, Jonas M. [2 ]
van Gaans, Onno [3 ]
机构：
[1] Univ Ibn Zohr, Fac Sci, Dept Math, Dakhla 80000, Agadir, Morocco
[2] Tech Univ Berlin, Inst Math, Fak 2, D-10623 Berlin, Germany
[3] Leiden Univ, Inst Math, NL-2300 RA Leiden, Netherlands
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 2013年 / 68卷 / 02期
关键词：
Stochastic differential equation; Stochastic partial differential equation; Stochastic reaction diffusion equation; Feller property; Tightness; Invariant measure; Gamma-convergence; NONLINEAR STOCHASTIC-EQUATIONS; BANACH-SPACES; ERGODICITY; SYSTEMS;
D O I：
10.1007/s00245-013-9206-4
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
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页码：275 / 287
页数：13
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