Backward Uniqueness and the existence of the spectral limit for some parabolic SPDEs

Research output: Working paper

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DatePublished - Jun 2009
Number of pages31
Original languageEnglish

Abstract

The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to some concrete linear and nonlinear SPDEs. For example, we will consider linear parabolic SPDEs with gradient noise and stochastic NSEs with multiplicative noise. Our results generalize the results proved in \cite{[Ghidaglia-1986]} for deterministic PDEs.

    Research areas

  • Stochastic Analysis

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