Qualitative behaviour of solutions of stochastic reaction-diffusion equations

DOI10.1016/0304-4149(92)90062-UMaRDI QIDQ1201892zbMATH OpenOpenAlexFDO

Authors B. Maslowski, Ralf Manthey

Publication date 17 January 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90062-u

zbMATH Keywords

Girsanov type theoremphase transitionsquantum field theorystochastic reaction-diffusion equationsstrong Feller propertystrong law of large numbers

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

Via the setting of \textit{G. Da Prato} and \textit{J. Zabczyk} [Differ. Integral Equ. 1, No. 2, 143-155 (1988; Zbl 0721.60068)] the author gives a qualitative study of stochastic equations \[ d\xi_ t=A\xi_ t dt+f(t,\xi_ t)dt+dw_ t\leqno(*) \] in a Banach space \(E\). Under certain conditions the authors prove the so-called strong Feller property in the narrow sense (for the transition probability functions \(P(t,s,x,\cdot)\)), and as consequences, the mutual absolute continuity of \(P(t,s,x,\cdot)\) and the strong law of large numbers (which essentially generalizes results of J. Zabczyk (1989) in the case \(f(t,u)=f(u)\) and of B. Maslowski (1989)). Under modified conditions they prove a Girsanov type theorem, and as a consequence, get analogous results for this case. An application to a general reaction-diffusion equation (which is a model of phase transitions in synergetics and quantum field theory) is given. In the proofs there is largely used the approximation of \textit{J. Zabczyk} [Stochastic partial differential equations and applications II, Proc. 2nd Conf., Trento/Italy 1988, Lect. Notes Math. 1390, 237-256 (1989; Zbl 0701.60060)] for solutions of \((*)\) in \(E\) by solutions of finite- dimensional systems.

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Cites work

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Cited in

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• Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
• On a class of stochastic reaction-diffusion equations in two space dimensions
• Invariant measures for semilinear stochastic equations
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