Existence of solutions and stability of a class of parabolic systems perturbed by generalized white noise on the boundary^∗

^∗This work was supported in part by the Natural Science and Engineering Research Council of Canada under grant No. A7109

Abstract

This paper is concerned with a class of stochastic boundary value problems and their stability questions. The system, we consider, is governed by a parabolic partial differential equation perturbed by generalized white noise on the boundary. Existence of weak solutions and their regularity properties are established. It is also shown that the solution of the autonomous system generates a Feller process in a Hilbert space, in case the spatial operator is time invariant. The questions of Lyapunov type stability of this class of systems are also examined. The system is shown to be almost surely globally asymptotically stable with respect to a ball centered at the origin. Further, it is shown that there exists a measure, supported on the attractor, which is invariant with respect to the adjoint Feller semigroup. An explicit expression for the generator of the semigroup is also given

^∗This work was supported in part by the Natural Science and Engineering Research Council of Canada under grant No. A7109

^∗This work was supported in part by the Natural Science and Engineering Research Council of Canada under grant No. A7109

Notes

^∗This work was supported in part by the Natural Science and Engineering Research Council of Canada under grant No. A7109