Asymptotic Exponential Stability of Stochastic Partial Differential Equations with Delay
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 alter...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1990 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/23648 |
| Acceso en línea: | http://hdl.handle.net/11441/23648 https://doi.org/10.1080/17442509008833662 |
| Access Level: | acceso abierto |
| Palabra clave: | Stochastic partial differential equation with delay semigroups Wiener process pathwise asymptotic stability |
| Sumario: | 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. |
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