Title of article
Exponential stability of non-linear stochastic evolution equations
Author/Authors
Liu، نويسنده , , Kai and Mao، نويسنده , , Xuerong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
21
From page
173
To page
193
Abstract
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).
Keywords
Stochastic evolution equation with time delays , Stochastic evolution equation , Almost sure stability
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576339
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