Asymptotic exponential stability of stochastic partial differential equations with delay

Asymptotic exponential stability of stochastic partial differential equations with delay
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DOI:
10.1080/17442509008833662
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发表时间:
1990-11
期刊:
Stochastics and Stochastics Reports
影响因子:
--
通讯作者:
T. Caraballo
T. Caraballo
中科院分区:
其他
文献类型:
--
作者:
T. Caraballo

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给出了时滞随机偏微分方程dxt = Axtdt + B(xp(t))dwt解的路径渐近指数稳定的充分条件.关于算子A和B的假设基本上与无延迟情况相同。此外,我们的推导也给出了这种情况下某些结果的另一种证明。事实上,关键的区别在于我们没有使用Haussmann和Ichikawa使用的算子P。
Sufficient conditions for pathwise asymptotic exponential stability of the solution of the stochastic PDE with delay d x t = Ax tdt + B(xp(t)) dwt are given. The assumptions on the operators A and B are essentially the same as in the case without delay. In addition, our deduction also shows an alternative proof for some of the results in this case. In fact, the crucial difference is that we do not use the operator P employed by Haussmann and Ichikawa.