STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS

DOI10.1142/S0219025702000948zbMath1052.60046OpenAlexW1986605754MaRDI QIDQ4818908

Stefano Bonaccorsi, Elisa Alòs

Publication date: 24 September 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025702000948

zbMATH Keywords

exponential stabilityinvariant measureboundary noisestochastic partial differential equations in bounded domain

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (10)

Stochastic Equations with Boundary Noise ⋮ Linear parabolic equation with Dirichlet white noise boundary conditions ⋮ On evolution equations with white-noise boundary conditions ⋮ Maximal regularity with weights for parabolic problems with inhomogeneous boundary conditions ⋮ Advection-diffusion equation on a half-line with boundary Lévy noise ⋮ Dynamics of transport under random fluxes on the boundary ⋮ Existence and regularity of the density for solutions of stochastic differential equations with boundary noise ⋮ Optimal control of a stochastic heat equation with boundary-noise and boundary-control ⋮ Elliptic and parabolic boundary value problems in weighted function spaces ⋮ Second order PDEs with Dirichlet white noise boundary conditions

Cites Work

• Evolution equation of a stochastic semigroup with white-noise drift.
• Multidimensional reaction-diffusion equations with white noise boundary perturbations
• Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula

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