Asymptotic exponential stability of stochastic partial differential equations with delay
نویسندگان
چکیده
منابع مشابه
The Exponential Stability of Neutral Stochastic Delay Partial Differential Equations
In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay differential equations. This kind of equations arises in problems related to coupled oscillators in a noisy environment, or in viscoeslastic materials under random or stochastic influences.
متن کاملExponential stability of fractional stochastic differential equations with distributed delay
*Correspondence: [email protected] School of Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013, China Abstract Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, an explicit expression and asymptotic ...
متن کاملRobustness of Exponential Stability of Stochastic Differential Delay Equations
Regard the stochastic differential delay equation dx(t)=[(A+Ā(t))x(t)+(B+B̄(t− τ)) x(t−τ)]dt+g(t,x(t),x(t−τ))dw(t) as the result of the effects of uncertainty, stochastic perturbation and time lag to a linear ordinary differential equation ẋ(t)=(A+B)x(t). Assume the linear system is exponentially stable. In this paper we shall characterize how much the uncertainty, stochastic perturbation and ti...
متن کاملAsymptotic Stability of Fractional Impulsive Neutral Stochastic Partial Integro-differential Equations with State-dependent Delay
In this article, we study the asymptotical stability in p-th moment of mild solutions to a class of fractional impulsive partial neutral stochastic integro-differential equations with state-dependent delay in Hilbert spaces. We assume that the linear part of this equation generates an α-resolvent operator and transform it into an integral equation. Sufficient conditions for the existence and as...
متن کاملAlmost Sure Exponential Stability of Stochastic Differential Delay Equations
This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear stochastic differential delay equation (SDDE) with variable delays of the form dx(t) = f(x(t−δ1(t)), t)dt+g(x(t−δ2(t)), t)dB(t), where δ1, δ2 : R+ → [0, τ ] stand for variable delays. We show that if the corresponding (nondelay) stochastic differential equation (SDE) dy(t) = f(y(t), t)dt + g(y(t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastics and Stochastic Reports
سال: 1990
ISSN: 1045-1129
DOI: 10.1080/17442509008833662