Stability for stochastic partial differential equations with Dirichlet white-noise boundary conditions

被引:11
作者
Alòs, E
Bonaccorsi, S
机构
[1] Univ Pompeu Fabra, Dept Econ & Empresa, Barcelona 08007, Spain
[2] Univ Trent, Dipartimento Matemat, I-38050 Trent, Italy
关键词
SPDE in bounded domain; boundary noise; invariant measures; exponential stability;
D O I
10.1142/S0219025702000948
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we study the long-time behaviour a stochastic parabolic equation perturbed through the boundary; the perturbation is represented by a nonhomogeneous Dirichlet boundary condition of white-noise type. The existence of the solution for an equation of this kind was the object of a previous paper of the same authors. The estimates proved therein allow to study the asymptotic properties of the solution; we show that there exists a unique invariant measure that is exponentially mean square stable.
引用
收藏
页码:465 / 481
页数:17
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