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

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Abstrakti

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.

Alkuperäiskieli	Englanti
Sivut	275-287
Sivumäärä	13
Julkaisu	Applied Mathematics and Optimization
Vuosikerta	68
Numero	2
DOI - pysyväislinkit	https://doi.org/10.1007/s00245-013-9206-4
Tila	Julkaistu - lokak. 2013
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

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10.1007/s00245-013-9206-4

https://arxiv.org/pdf/0910.0960.pdfLisenssi: Muu

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title = "Invariant measures for monotone SPDEs with multiplicative noise term",

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.",

keywords = "Γ-convergence, Feller property, Invariant measure, Stochastic differential equation, Stochastic partial differential equation, Stochastic reaction diffusion equation, Tightness",

author = "Abdelhadi Es-Sarhir and Michael Scheutzow and T{\"o}lle, {Jonas M.} and {Van Gaans}, Onno",

year = "2013",

month = oct,

doi = "10.1007/s00245-013-9206-4",

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T1 - Invariant measures for monotone SPDEs with multiplicative noise term

AU - Es-Sarhir, Abdelhadi

AU - Scheutzow, Michael

AU - Tölle, Jonas M.

AU - Van Gaans, Onno

PY - 2013/10

Y1 - 2013/10

N2 - 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.

AB - 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.

KW - Γ-convergence

KW - Feller property

KW - Invariant measure

KW - Stochastic differential equation

KW - Stochastic partial differential equation

KW - Stochastic reaction diffusion equation

KW - Tightness

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U2 - 10.1007/s00245-013-9206-4

DO - 10.1007/s00245-013-9206-4

M3 - Article

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SN - 0095-4616

VL - 68

SP - 275

EP - 287

JO - Applied Mathematics and Optimization

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ER -

Invariant measures for monotone SPDEs with multiplicative noise term

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