Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise (Q1940238)

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Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
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    Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise (English)
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    6 March 2013
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    A stochastic evolution equation in a reflexive Banach space with multiplicative Brownian noise is considered. Under suitable conditions, its well-posedness is established and the solution is shown to be stable with respect to gamma-convergence of the drift operators, suitable \(L^p\)-convergence of the progressively measurable external input, regular approximations of the Brownian motion and point-wise convergence of the operators appearing in the stochastic integral term. Examples include nonlinear stochastic diffusion equations, linear diffusion equations with nonlinear Neumann boundary conditions and nonlinear stochastic porous media equations.
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    stochastic evolution equations
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    multiplicative noise
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    approximation of stochastic processes
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