Stability in distribution of mild solutions to stochastic partial differential equations

Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui

doi:10.1090/S0002-9939-10-10230-5

Stability in distribution of mild solutions to stochastic partial differential equations
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by Jianhai Bao, Zhenting Hou and Chenggui Yuan PDF

Proc. Amer. Math. Soc. 138 (2010), 2169-2180 Request permission

Abstract:

In the present paper, we investigate stochastic partial differential equations. By introducing a suitable metric between the transition probability functions of mild solutions, we derive sufficient conditions for stability in distribution of mild solutions. Consequently, we generalize some existing results to infinite dimensional cases. Finally, one example is constructed to demonstrate the applicability of our theory.

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