Asymptotic Behavior of Solutions of Parabolic SPDE
Speaker:
Min Kang, North Carolina State University
Date and Time:
Tuesday, January 19, 1999 - 2:00pm to 3:00pm
Location:
Fields Institute, Room 210
Abstract:
We investigate the weak convergence as time goes to infinity of the solutions of parabolic stochastic partial differential equations with Dirichlet boundary conditions. We first prove a result for the linear case, which is easy since the solution is Gaussian. Then we get a result for non-linear drift case by proving a new comparison theorem in SDDE, stochastic difference differential equations.