The Library
Invariant measures for stochastic heat equations with unbounded coefficients
Tools
Assing, Sigurd and Manthey, Ralf (2003) Invariant measures for stochastic heat equations with unbounded coefficients. Stochastic Processes and their Applications, 103 (2). 237 - 256. ISSN 0304-4149.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://dx.doi.org/10.1016/S0304-4149(02)00211-9
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.
Item Type: | Journal Article | ||||||
---|---|---|---|---|---|---|---|
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Journal or Publication Title: | Stochastic Processes and their Applications | ||||||
Publisher: | Elsevier Science BV | ||||||
ISSN: | 0304-4149 | ||||||
Official Date: | 2 February 2003 | ||||||
Dates: |
|
||||||
Volume: | 103 | ||||||
Number: | 2 | ||||||
Page Range: | 237 - 256 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |