Simulated annealing for stochastic semilinear equations on Hilbert spaces

We prove a simulated annealing result for stochastic evolution equations on Hilbert spaces. As examples can serve: a class of nonlinear heat equations on C0[0, 1] subject to a decreasing white noise forcing term, and the equations of stochastic plates subject to an evolution of the Ginzburg-Landau type.

MoreLess

Year of publication:	1996
Authors:	Jacquot, Sophie
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 64.1996, 1, p. 73-91
Publisher:	Elsevier
Keywords:	Semilinear stochastic evolution equation Simulated annealing Monge distance Mixing property

More details

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

Persistent link: https://www.econbiz.de/10008872580