Non-explosion, boundedness, and ergodicity for stochastic semilinear equations (Q1188221)
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English | Non-explosion, boundedness, and ergodicity for stochastic semilinear equations |
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Non-explosion, boundedness, and ergodicity for stochastic semilinear equations (English)
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13 August 1992
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The aim of this paper is to give sufficient conditions for a regular long-term behaviour of the solutions of the semilinear equation \[ dX=(AX+F(X))dt+dW, \] where \(A\) is the infinitesimal generator of a \(C_ 0\)-semigroup on a Banach space \(E\) and \(F\) a mapping from \(E\) to \(E\). Sufficient conditions for non-explosion, boundedness and ergodicity of the solutions are given. As a byproduct, the authors obtain a new existence result for the above equation with monotone mapping \(F\) being only uniformly continuous. Easy-to-check conditions implying path continuity are also given by using the properties of eigenfunctions and eigenvalues of the operator \(A\) but not the estimates on the associated fundamental solutions. For existence of the invariant measure, the operator \(A\) is not assumed to be the second derivative unlike in the majority of papers.
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infinitesimal generator of a \(C_ 0\)-semigroup
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conditions for non- explosion
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properties of eigenfunctions and eigenvalues
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invariant measure
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