Well-posedness and invariant measure for quasilinear parabolic SPDE on a bounded domain

Abstract

We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in Rd, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of solutions in a L1 setting, and we prove a comparison result and an L1-contraction property for the solutions. In addition, we show the existence of an invariant measure in case of non-degenerate diffusion. Finally, we show the uniqueness and ergodicity of the invariant measure in L1, in case of bounded diffusion and additive noise.

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