Exponential stability of non-linear stochastic evolution equations

被引：60

作者：

Liu, K ^{[1
]}

Mao, XR ^{[1
]}

机构：

[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1998年 / 78卷 / 02期

关键词：

almost sure stability; stochastic evolution equation; stochastic evolution equation with time delays;

D O I：

10.1016/S0304-4149(98)00048-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-valued non-linear stochastic evolution equations. The analyses consist in using exponential martingale formula, Lyapunov functional and some special inequalities derived for our stability purposes. Various sufficient conditions are obtained to ensure the stability of the strong solutions. Several applications to stochastic partial differential equations are studied to illustrate our theory. In particular, by means of our results we loosen the conditions of certain stochastic evolution systems from Haussmann (1978) or Ichikawa (1982). (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：173 / 193

页数：21

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