Nonnegative weak martingale solutions exist for the stochastic thin-film equation, and their L^∞ norm converges in square mean to the initial mean multiplied by a geometric Wiener process-like random factor.
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Long Time Behavior of Stochastic Thin Film Equation
Nonnegative weak martingale solutions exist for the stochastic thin-film equation, and their L^∞ norm converges in square mean to the initial mean multiplied by a geometric Wiener process-like random factor.