Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Lototsky, Sergey V. (2001)
Electronic Journal of Probability [electronic only]
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Lototsky, Sergey V. (2001)
Electronic Journal of Probability [electronic only]
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Krylov, N.V. (2000)
Electronic Journal of Probability [electronic only]
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Jacques Printems (2001)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker...
Andrzej Rozkosz (2013)
Open Mathematics
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We consider the Cauchy problem for an infinite-dimensional Ornstein-Uhlenbeck equation perturbed by gradient of a potential. We prove some results on existence and uniqueness of mild solutions of the problem. We also provide stochastic representation of mild solutions in terms of linear backward stochastic differential equations determined by the Ornstein-Uhlenbeck operator and the potential.
Engler, Hans (1995)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Mikulevicius, R., Rozovskii, B. (2001)
Electronic Journal of Probability [electronic only]
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Kocić, Vlajko Lj. (1983)
Publications de l'Institut Mathématique. Nouvelle Série
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Giuseppe Da Prato (2002)
ESAIM: Control, Optimisation and Calculus of Variations
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We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.
Dalang, Robert C. (1999)
Electronic Journal of Probability [electronic only]
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Cranston, M., LeJan, Y. (1998)
Electronic Journal of Probability [electronic only]
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Lisei, Hannelore (2001)
Mathematica Pannonica
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Sen, Rabindranath, Mukherjee, Sulekha (1988)
International Journal of Mathematics and Mathematical Sciences
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