Asymptotics of solutions to semilinear stochastic wave equations
Abstract
Description
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are established. Under appropriate conditions, the existence theorem for a unique global solution is given. Next the questions of bounded solutions and the exponential stability of an equilibrium solution, in mean-square and the almost sure sense, are studied. Then, under some sufficient conditions, the existence of a unique invariant measure is proved. Two examples are presented to illustrate some applications of the theorems.
Published at http://dx.doi.org/10.1214/105051606000000141 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Published at http://dx.doi.org/10.1214/105051606000000141 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)