Invariant measures for monotone SPDEs with multiplicative noise term

Abdelhadi Es-Sarhir; Michael Scheutzow; Jonas M. Tölle; Onno Van Gaans

doi:10.1007/s00245-013-9206-4

Invariant measures for monotone SPDEs with multiplicative noise term

Abdelhadi Es-Sarhir, Michael Scheutzow, Jonas M. Tölle^*, Onno Van Gaans

^*Corresponding author for this work

Not published at Aalto University

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	275-287
Number of pages	13
Journal	APPLIED MATHEMATICS AND OPTIMIZATION
Volume	68
Issue number	2
DOIs	https://doi.org/10.1007/s00245-013-9206-4
Publication status	Published - Oct 2013
MoE publication type	A1 Journal article-refereed

Keywords

Γ-convergence
Feller property
Invariant measure
Stochastic differential equation
Stochastic partial differential equation
Stochastic reaction diffusion equation
Tightness

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abstract = "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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KW - Invariant measure

KW - Stochastic differential equation

KW - Stochastic partial differential equation

KW - Stochastic reaction diffusion equation

KW - Tightness

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