Stabilisation of linear PDEs by Stratonovich noise

Some results concerning the stability and stabilisation of stochastic linear partial differential equations in the sense of Stratonovich are proved. The main result ensures that a deterministic linear PDE can be stabilised by adding a suitable Stratonovich noise if and only if the linear partial di...

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Detalles Bibliográficos
Autores: Caraballo Garrido, Tomás, Robinson, James C.
Tipo de recurso: artículo
Fecha de publicación:2004
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/23711
Acceso en línea:http://hdl.handle.net/11441/23711
https://doi.org/10.1016/j.sysconle.2004.02.020
Access Level:acceso abierto
Palabra clave:Exponential stability
stabilization
Ito's noise
Stratonovich's noise
stochastic PDE
Descripción
Sumario:Some results concerning the stability and stabilisation of stochastic linear partial differential equations in the sense of Stratonovich are proved. The main result ensures that a deterministic linear PDE can be stabilised by adding a suitable Stratonovich noise if and only if the linear partial di erential operator has negative trace.