Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces

Zdzislaw Brzezniak and Dariusz Gatarek

Stochastic Processes and their Applications, 1999, vol. 84, issue 2, 187-225

Abstract: In this paper we study the existence and uniqueness of weak solutions of stochastic differential equations on Banach spaces. We also study the existence of invariant measures for the corresponding Markovian semigroups. Our main tool is the factorization of stochastic convolutions. We close the paper with some examples.

Keywords: (Nonlinear); stochastic; partial; differential; equations; Stochastic; integration; in; Banach; spaces; Dissipative; mappings; Martingale; solutions; Feller; processes; Invariant; measures (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (5)

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