An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces

DOI10.1080/07362999708809464zbMath0883.60054OpenAlexW2092374310MaRDI QIDQ3128358

Anton Wakolbinger, Gunter Ritter, Gottlieb Leha

Publication date: 4 March 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809464

zbMATH Keywords

Lyapunov functionstrong solutionmild solutionsemilinear stochastic partial differential equationstochastic reaction diffusion equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items

Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations ⋮ Stability of solution to semilinear stochastic evolution equations

Cites Work

• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Diffusion processes with singular drift fields
• Two singular diffusion problems
• A Theory of the Term Structure of Interest Rates
• A note on stochastic convolution
• On a quasilinear stochastic differential equation of parabolic type
• Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
• Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces
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