Hilbert空间上一类半线性随机发展方程的稳定性

Stability of A Class of Semilinear Stochastic Evolution Equations on Hilbert Space

  • 摘要: 讨论Hilbert空间上半线性随机发展方程dY(t)=AY(t)+f(Y(t))dt+G(Y(t))dw(t)的稳定性。为此引进了适度解的正则性和常返性等概念,利用Liapunov直接法得到了此类随机发展方程的随机渐近稳定性、随机指教稳定性、p-稳定性和几乎必然指数稳定性的充分性判据。这些结果不但推广了有限维情形的工作,同时也发展了A.Ichikawa的工作。

     

    Abstract: Discusses the stability of semilinar stochastic evolution equations on Hilbert Space dY(t)=AY(t) +f(Y(t))dt + G(Y(t))dw(t). At first, in order to Study Stochatic asymp-totically stability, some concepts for mild-solution,, and the sufficiently conditions for this stability are obtained. Secondly, some new concepts of stability are defined. The main results make the finite dimensions extention and Ichika' results development.

     

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