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

被引：46

作者：

Brzezniak, Z ^{[1
]}

Gatarek, D

机构：

[1] Univ Hull, Dept Pure Math, Hull HU6 7RX, N Humberside, England

[2] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw 6, Poland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 84卷 / 02期

关键词：

(nonlinear) stochastic partial differential equations; stochastic integration in Banach spaces; dissipative mappings; martingale solutions; Feller processes; invariant measures;

D O I：

10.1016/S0304-4149(99)00034-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1999 Elsevier Science B.V. All rights reserved. MSG: Primary 60H15; 60G60; Secondary 60J25.

引用

页码：187 / 225

页数：39

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