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
Link To Document :
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