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Invariant measures for semilinear stochastic equations

✍ Scribed by Da Prato, Giuseppe; Gatarek, D.; Zabczyk, Jerzy


Book ID
111923292
Publisher
Taylor and Francis Group
Year
1992
Tongue
English
Weight
618 KB
Volume
10
Category
Article
ISSN
0736-2994

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Invariant measures for dichotomous stoch
✍ Onno Van Gaans; Sjoerd Verduyn Lunel πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 80 KB

We study existence of invariant measures for semilinear stochastic differential equations in Hilbert spaces. We consider infinite dimensional noise that is white in time and colored in space and we assume that the nonlinearities are Lipschitz continuous. We show that if the equation is dichotomous i