No label defined (Q4699240)

Let \(H\) be a separable Hilbert space and \(W\) a cylindrical Wiener process on \(H\). Consider \[ \begin{aligned} dX(t) & = (AX(t)+ F(X(t)))dt+ dW(t),\quad t\geq 0,\\ X(0) & = x\in H\end{aligned} \] with \(A\) a linear operator which is the infinitesimal generator of a strongly continuous semigroup on \(H\), and \(F\) a nonlinear mapping on \(H\). Then -- under suitable conditions -- there is a unique solution \(X(t,x)\) and \[ u(t, x)= P_t\varphi(x)= \mathbb{E}[\varphi(X(t, x))],\quad \varphi\in C_b(H) \] satisfies \[ \begin{aligned} D_tu & = \textstyle{{1\over 2}} \text{Tr}[D^2u]+ \langle Ax+ F(x),Du\rangle,\\ u(0) & = \varphi.\end{aligned} \] The author studies the asymptotic behaviour of this equation and its solution, as \(t\to\infty\). For the entire collection see [Zbl 0923.00019].