首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Parabolic Itô equations with monotone nonlinearities
Authors:Robert Marcus
Institution:Staten Island Community College, 715 Ocean Terrace, Staten Island, New York 10305 U.S.A.
Abstract:In this paper the equation ut = Lu ? F(u) + α(t, ω) is studied, where u(t) ?B0 a Banach space. L is an unbounded self-adjoint negative definite operator. F is a monotone nonlinear potential operator. α(t, ω) is a white noise process on B0. With suitable further restrictions on L and F it is proved that the equation has a unique solution. As t → ∞ the distribution of u(t, ω) approaches a stationary distribution which is calculated explicitly.
Keywords:
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号