Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms
In this paper, we investigate both well-posedness and existence of an invariant measures for a class of wave equations defined on higher-dimensional integer set [Formula: see text] driven by a family of infinite-dimensional superlinear. By a space-time cut-off technique we prove the global existence as well as uniqueness of solutions in [Formula: see text] with [Formula: see text] for a family of nonlinear drift terms of polynomial growth of arbitrary order as well as a family of nonlinear diffusion terms with superlinear growth rate. In addition, the existence of invariant measures is established in [Formula: see text] by formulating Krylov–Bogolyubov’s method. The tightness of a family of distribution laws of solutions is derived via the idea of uniform tail-estimates of solutions in order to overcome the lack of compactness on infinite lattices.
Authors
- Lianbing She (ORCID: https://orcid.org/0000-0001-9411-9667)
Institutions
- Fuyang Normal University (CN)
Publication Details
- Journal
- Stochastics and Dynamics
- Published
- 2025-02-01
- DOI
- https://doi.org/10.1142/s021949372550008x
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00