Non-Autonomous stochastic differential equations in hubert spaces: Lyapunov Function, stability and ultimate boundedness
作者:
Kai Liu,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 2000)
卷期:
Volume 18,
issue 6
页码: 995-1004
ISSN:0736-2994
年代: 2000
DOI:10.1080/07362990008809707
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper, we establish the Lyapunov function characterization which is a sufficient and necessary condition for mild solutions of semilinear stochastic evolution equations to be exponentially stable in mean square. We also study the Lyapunov function characterization of ultimate exponential boundedness, a concept which is closely related to the existence of invariant measures of non-stationary stochastic evolution equations
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