Qualitative behaviour of solutions of stochastic reaction-diffusion equations

Ralf Manthey and Bohdan Maslowski

Stochastic Processes and their Applications, 1992, vol. 43, issue 2, 265-289

Abstract: We consider semilinear stochastic evolution equations driven by a cylindrical Wiener process. They can be used as models for stochastic reaction-diffusion systems. Under certain conditions we prove existence, uniqueness and ergodicity of the invariant measure and the strong law of large numbers. For this purpose a Girsanov type theorem is also proved. These results are applied to stochastic-reaction diffusion equations appearing in physics.

Keywords: semilinear; stochastic; evolution; equation; stochastic; reaction-diffusion; equation; Markov; process; invariant; measure; strong; Feller; property; strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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