Stationary solutions of nonlinear stochastic evolution equations1
作者:
Pao-Liu Chow,
Rafail Z. Khasminskii,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 5
页码: 671-699
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809502
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
General theorems concerning the existence and uniqueness of invariant measures are proved for a certain class of regular diffusion processes in Separable Banach spaces under some weak compactness and other conditions. Then, based on these theorems, some verifiable sufficient conditions are obtained to ensure the existence and uniqueness of an invariant distribution for the strong solution to some nonlinear evolution equations in a Hilbert space. The results are applied to certain monotone parabolic Itô equations as well as to the 2-D Navier-Stokes equations under random perturbations
点击下载:
PDF (724KB)
返 回