Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula

DOI10.1007/s00245-001-0020-zzbMath0995.60056OpenAlexW2034453050MaRDI QIDQ5955598

Stefano Bonaccorsi, Gianmario Tessitore

Publication date: 14 February 2002

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-001-0020-z

zbMATH Keywords

Malliavin calculusinvariant measureinfinite-dimensional stochastic evolution equationmean-square stabilitySkorokhod integral

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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