Methods of proving uniqueness of stationary distributions for stochastic PDEs
In this thesis, we consider solutions u = u(t, x) for t > 0 and x e R, in time and one space dimension, of stochastic PDEs of the form dtu = Au + a(u) + b(u) dW where W is space-time white noise. The area is surveyed in Pardoux and an introduction to the concepts of white noise and SPDE solutions...
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University of Warwick
2001
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248834 |