Article ID Journal Published Year Pages File Type
1155671 Stochastic Processes and their Applications 2013 20 Pages PDF
Abstract
The aim of this article is to study the asymptotic behavior for large times of solutions of linear 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 linear SPDEs.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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