Qualitative behaviour of solutions of stochastic reaction-diffusion equations

We consider semilinear stochastic evolution equations driven by a cylindrical Wiener process. They can be used as models for stochastic reaction-diffusion systems. Under certain conditions we prove existence, uniqueness and ergodicity of the invariant measure and the strong law of large numbers. For this purpose a Girsanov type theorem is also proved. These results are applied to stochastic-reaction diffusion equations appearing in physics.

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Year of publication:	1992
Authors:	Manthey, Ralf ; Maslowski, Bohdan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 43.1992, 2, p. 265-289
Publisher:	Elsevier
Keywords:	semilinear stochastic evolution equation stochastic reaction-diffusion equation Markov process invariant measure strong Feller property strong law of large numbers

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

Persistent link: https://www.econbiz.de/10008874893