Title of article :
Long-time behaviour of nonautonomous SPDEʹs
Author/Authors :
Maslowski، نويسنده , , Bohdan and Simمo، نويسنده , , Isabel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
25
From page :
285
To page :
309
Abstract :
It is proved that under suitable conditions the probability laws of two arbitrary solutions of the infinite dimensional stochastic equationdXt=AXt dt+f(t,Xt) dt+Q1/2 dWtconverge to each other, as time goes to infinity, in the strong (variational) topology. To this end, some lower estimates on the transition density of the solution, with respect to a certain Gaussian measure, are obtained. In addition, an explicit formula for the density is given, in the case where Q−1/2f is bounded.
Keywords :
Transition densities , asymptotic stability , SPDEיs , Markov processes
Journal title :
Stochastic Processes and their Applications
Serial Year :
2001
Journal title :
Stochastic Processes and their Applications
Record number :
1576907
Link To Document :
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