Invariant measures for monotone SPDEs with multiplicative noise term (Q2441471)
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| English | Invariant measures for monotone SPDEs with multiplicative noise term |
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Invariant measures for monotone SPDEs with multiplicative noise term (English)
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24 March 2014
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The authors prove existence of an invariant measure for a class of monotone SPDEs with multiplicative noise term on a Hilbert space. The diffusion coefficient is only assumed to be Lipschitz continuous, the nonlinear drift coefficient needs to satisfy a monotonicity property and to be locally Lipschitz continuous on a subspace of the Hilbert space.
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stochastic differential equation
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stochastic partial differential equation
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stochastic reaction diffusion equation
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Feller property
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tightness
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invariant measure
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\(\varGamma \)-convergence
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