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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

 

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