Invariant measures for stochastic heat equations with unbounded coefficients

Sigurd Assing and Ralf Manthey

Stochastic Processes and their Applications, 2003, vol. 103, issue 2, 237-256

Abstract: The paper deals with the Cauchy problem in of a stochastic heat equation . The locally lipschitz drift coefficient f can have polynomial growth while the diffusion coefficient [sigma] is supposed to be lipschitz but not necessarily bounded. Of course, for the existence of a solution alone, a certain dissipativity of f is needed. Applying the comparison method, a condition on the strength of this dissipativity is derived even ensuring the existence of an invariant measure.

Keywords: Stochastic; partial; differential; equation; Comparison; theorem; Invariant; measure; Feller; property (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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