Applied Mathematics and Optimization, Vol.68, No.2, 275-287, 2013
Invariant Measures for Monotone SPDEs with Multiplicative Noise Term
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.
Keywords:Stochastic differential equation;Stochastic partial differential equation;Stochastic reaction diffusion equation;Feller property;Tightness;Invariant measure;Gamma-convergence