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
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