Parabolic Itô equations with monotone nonlinearities |
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Authors: | Robert Marcus |
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Institution: | Staten Island Community College, 715 Ocean Terrace, Staten Island, New York 10305 U.S.A. |
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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. |
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