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 ℝd, 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 Hubert-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.
Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term / S. CERRAI. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 125:(2003), pp. 271-304. [10.1007/s00440-002-0230-6]
Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
CERRAI, SANDRA
2003
Abstract
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 ℝd, 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 Hubert-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.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.