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Stability in distribution of mild solutions to stochastic partial differential equations
Author(s):
Jianhai
Bao;
Zhenting
Hou;
Chenggui
Yuan
Journal:
Proc. Amer. Math. Soc.
138
(2010),
2169-2180.
MSC (2010):
Primary 60H15, 60H30
Posted:
January 14, 2010
MathSciNet review:
2596056
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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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Additional Information:
Jianhai
Bao
Affiliation:
School of Mathematics, Central South University, Changsha, Hunan 410075, People's Republic of China
Zhenting
Hou
Affiliation:
School of Mathematics, Central South University, Changsha, Hunan 410075, People's Republic of China
Chenggui
Yuan
Affiliation:
Department of Mathematics, Swansea University, Swansea SA2 8PP, United Kingdom
Email:
C.Yuan@Swansea.ac.uk
DOI:
10.1090/S0002-9939-10-10230-5
PII:
S 0002-9939(10)10230-5
Keywords:
Stochastic partial differential equation,
mild solution,
stability in distribution
Received by editor(s):
March 16, 2009,
Received by editor(s) in revised form:
September 23, 2009, and September 24, 2009
Posted:
January 14, 2010
Additional Notes:
This work was partially supported by the NNSF of China (Grant No. 10671212)
Communicated by:
Richard C. Bradley
Copyright of article:
Copyright
2010,
American Mathematical Society
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