A stochastic reaction-diffusion equation with multiplicative noise
نویسندگان
چکیده
منابع مشابه
Stochastic reaction - diffusion systems with multiplicative noise and non - Lipschitz reaction term
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 , 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 colour...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1991
ISSN: 0893-9659
DOI: 10.1016/0893-9659(91)90052-w