Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

被引：0
|
作者：
Abdelhadi Es-Sarhir
Michael Scheutzow
Jonas M. Tölle
Onno van Gaans
机构：
[1] Université Ibn Zohr,Département de Mathématiques, Faculté des Sciences
[2] Technische Universität Berlin,Fakultät II, Institut für Mathematik
[3] Universiteit Leiden,Mathematisch Instituut
来源：
Applied Mathematics & Optimization | 2013年 / 68卷
关键词：
Stochastic differential equation; Stochastic partial differential equation; Stochastic reaction diffusion equation; Feller property; Tightness; Invariant measure; -convergence;
D O I：
暂无
中图分类号：
学科分类号：
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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收藏
页码：275 / 287
页数：12
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