Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces

In this paper we study the existence and uniqueness of weak solutions of stochastic differential equations on Banach spaces. We also study the existence of invariant measures for the corresponding Markovian semigroups. Our main tool is the factorization of stochastic convolutions. We close the paper with some examples.

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Year of publication:	1999
Authors:	Brzezniak, Zdzislaw ; Gatarek, Dariusz
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 84.1999, 2, p. 187-225
Publisher:	Elsevier
Keywords:	(Nonlinear) stochastic partial differential equations Stochastic integration in Banach spaces Dissipative mappings Martingale solutions Feller processes Invariant measures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008874476