Invariant measures for monotone SPDE's with multiplicative noise term
Analysis of PDEs
2021-05-28 v2
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
Cite
@article{arxiv.0910.0960,
title = {Invariant measures for monotone SPDE's with multiplicative noise term},
author = {A. Es-Sarhir and M. Scheutzow and J. M. Tölle and O. van Gaans},
journal= {arXiv preprint arXiv:0910.0960},
year = {2021}
}
Comments
10 pages