Invariant measures for monotone SPDEs with multiplicative noise term
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Publication:2441471
Abstract: We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.
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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- Effective splitting of invariant measures for a stochastic reaction diffusion equation with multiplicative noise
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