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- Publisher
- Springer Journals
- Copyright
- Copyright © 2013 by Springer Science+Business Media New York
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s00245-013-9206-4
- Publisher site
- See Article on Publisher Site
Abstract
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.
Journal
Applied Mathematics and Optimization – Springer Journals
Published: Oct 1, 2013