• Title of article

    Invariant measures for stochastic heat equations with unbounded coefficients

  • Author/Authors

    Assing، نويسنده , , Sigurd and Manthey، نويسنده , , Ralf، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    20
  • From page
    237
  • To page
    256
  • Abstract
    The paper deals with the Cauchy problem in Rd of a stochastic heat equation ∂u/∂t=λΔu+f(u)+σ(u)Ẇ. The locally lipschitz drift coefficient f can have polynomial growth while the diffusion coefficient σ is supposed to be lipschitz but not necessarily bounded. Of course, for the existence of a solution alone, a certain dissipativity of f is needed. Applying the comparison method, a condition on the strength of this dissipativity is derived even ensuring the existence of an invariant measure.
  • Keywords
    Comparison theorem , stochastic partial differential equation , invariant measure , Feller property
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2003
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577170