Convergence of invariant measures for singular stochastic diffusion equations
Probability
2012-05-08 v1 Analysis of PDEs
Abstract
It is proved that the solutions to the singular stochastic -Laplace equation, and the solutions to the stochastic fast diffusion equation with nonlinearity parameter on a bounded open domain with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters and respectively (in the Hilbert spaces , respectively). The highly singular limit case is treated with the help of stochastic evolution variational inequalities, where -a.s. convergence, uniformly in time, is established. It is shown that the associated unique invariant measures of the ergodic semigroups converge in the weak sense (of probability measures).
Cite
@article{arxiv.1201.2839,
title = {Convergence of invariant measures for singular stochastic diffusion equations},
author = {Ioana Ciotir and Jonas M. Tölle},
journal= {arXiv preprint arXiv:1201.2839},
year = {2012}
}
Comments
to appear in Stoch. Proc. Appl. (in press), 18 pp