Simulated annealing for stochastic semilinear equations on Hilbert spaces
Sophie Jacquot
Stochastic Processes and their Applications, 1996, vol. 64, issue 1, 73-91
Abstract:
We prove a simulated annealing result for stochastic evolution equations on Hilbert spaces. As examples can serve: a class of nonlinear heat equations on C0[0, 1] subject to a decreasing white noise forcing term, and the equations of stochastic plates subject to an evolution of the Ginzburg-Landau type.
Keywords: Semilinear; stochastic; evolution; equation; Simulated; annealing; Monge; distance; Mixing; property (search for similar items in EconPapers)
Date: 1996
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