Authors
Sandra Cerrai
Publication date
2003/2
Journal
Probability Theory and Related Fields
Volume
125
Issue
2
Pages
271-304
Publisher
Springer-Verlag
Description
We study existence and uniqueness of a mild solution in the space of continuous functions and existence of an invariant measure for a class of reaction-diffusion systems on bounded domains of ℝ d , perturbed by a multiplicative noise. The reaction term is assumed to have polynomial growth and to be locally Lipschitz-continuous and monotone. The noise is white in space and time if d=1 and coloured in space if d>1; in any case the covariance operator is never assumed to be Hilbert-Schmidt. The multiplication term in front of the noise is assumed to be Lipschitz-continuous and no restrictions are given either on its linear growth or on its degenaracy. Our results apply, in particular, to systems of stochastic Ginzburg-Landau equations with multiplicative noise.
Total citations
Scholar articles
S Cerrai - Probability Theory and Related Fields, 2003