Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces

Authors
Brzezniak, Z Gatarek, D
Citation
Z. Brzezniak et D. Gatarek, Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces, STOCH PR AP, 84(2), 1999, pp. 187-225
Citations number
58
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
84
Issue
2
Year of publication
1999
Pages
187 - 225
Database
ISI
SICI code
0304-4149(199912)84:2<187:MSAIMF>2.0.ZU;2-A
Abstract
In this paper we study the existence and uniqueness of weak solutions of st ochastic differential equations on Banach spaces. We also study the existen ce of invariant measures for the corresponding Markovian semigroups. Our ma in tool is the factorization of stochastic convolutions. We close the paper with some examples. (C) 1999 Elsevier Science B.V. All rights reserved. MS G: Primary 60H15; 60G60; Secondary 60J25.