Invariant measures for semilinear stochastic equations

DOI10.1080/07362999208809278zbMath0758.60057OpenAlexW1982785181MaRDI QIDQ4019357

Dariusz Gątarek, Zabczyk, Jerzy, Giuseppe Da Prato

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/07362999208809278

zbMATH Keywords

dissipative equationsstochastic evolutionexistence and uniqueness of invariant measures

Mathematics Subject Classification ID

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

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Cites Work

• Stability of nonlinear stochastic-evolution equations
• Stability of semilinear stochastic evolution equations
• Qualitative behaviour of solutions of stochastic reaction-diffusion equations
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Random motion of strings and related stochastic evolution equations
• Absolute stability of a stochastic evolution equationt†
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• Some results on semilinear stochastic differential equations in hilbert spaces
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• Regularity of solutions of linear stochastic equations in hilbert spaces
• A note on stochastic convolution
• Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
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