Asymptotics of solutions to semilinear stochastic wave equations

Authors
Citation
Chow, Pao-liu, Asymptotics of solutions to semilinear stochastic wave equations, Annals of applied probability , 16(2), 2006, pp. 757-789
ISSN journal
10505164
Volume
16
Issue
2
Year of publication
2006
Pages
757 - 789
Database
ACNP
SICI code
Abstract
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are established. Under appropriate conditions, the existence theorem for a unique global solution is given. Next the questions of bounded solutions and the exponential stability of an equilibrium solution, in mean-square and the almost sure sense, are studied. Then, under some sufficient conditions, the existence of a unique invariant measure is proved. Two examples are presented to illustrate some applications of the theorems.