scientific article; zbMATH DE number 1145489
Consider a parabolic stochastic variational inequality \[ du(t)+ A_0 u dt- F(t, u)dt- B(t, u)dW(t)\in- \partial\varphi(u)dt,\quad u(0)= u_0:\Omega\to V, \] for a Hilbert valued process \(u: \Omega\to H\). Here, \(A_0\) is a positive-definite, selfadjoint operator on another Hilbert space \(V\), \((W(t))_t\) is a Wiener process on a third Hilbert space \(H_0\) with covariance operator \(Q\) such that \(B(t,u)QB(t, u)^*\) has a quadratically bounded, finite trace, and \(F(t,\cdot): V\to H\) and \(B(t,\cdot): V\to{\mathcal L}(H_0, H)\) are Lipschitz continuous functions. The function \(\varphi: H\to\mathbb{R}\cup \{\infty\}\) is convex and lower-semicontinuous and \(\partial\varphi\) is its subdifferential. Conditions on the coefficients of the equation are known that ensure existence and uniqueness of a solution. The authors prove sensitivity results on this solution with respect to the initial condition, its Markov property, continuity in the mean, and stability results as time tends to infinity, both exponential and in mean square. Finally, they prove existence of a unique invariant measure in the autonomous case.
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