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Invariant Measures for Monotone SPDEs with Multiplicative Noise Term
Authors:Abdelhadi Es-Sarhir  Michael Scheutzow  Jonas M Tölle  Onno van Gaans
Institution:1. Département de Mathématiques, Faculté des Sciences, Université Ibn Zohr, BP. 8106, Dakhla, 80000, Agadir, Morocco
2. Fakult?t II, Institut für Mathematik, Technische Universit?t Berlin, Sekr. MA 7-5, Stra? e des 17. Juni 136, 10623, Berlin, Germany
3. Mathematisch Instituut, Universiteit Leiden, Postbus 9512, 2300 RA, Leiden, The Netherlands
Abstract:We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.
Keywords:
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