Asymptotic Stability of Nonlinear Stochastic Evolution Equations

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

About stability of nonlinear stochastic difference equations

Using the method of Lyapunov functionals construction, it is shown that investigation of stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to the investigation of asymptotic mean square stability of the linear part of this equation. Difference equations usually appear by investigation of systems with discrete time or by ...

متن کامل

On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

This paper is concerned with the stability and numerical analysis of solution to highly nonlinear stochastic differential equations with jumps. By the Itô formula, stochastic inequality and semi-martingale convergence theorem, we study the asymptotic stability in the pth moment and almost sure exponential stability of solutions under the local Lipschitz condition and nonlinear growth condition....

متن کامل

Exponential Asymptotic Stability of Nonlinear Itô-volterra Equations with Damped Stochastic Perturbations

where K and Σ are continuous matrix–valued functions defined on R, and the functions f and g are globally linearly bounded and satisfy Lipschitz conditions. (W (t))t≥0 is a finite-dimensional standard Brownian motion. It is shown that when the entries of K are all of one sign on R, that (i) the almost sure exponential convergence of the solution to zero (ii) the p-th mean exponential convergenc...

متن کامل

Global Asymptotic Stability of Solutions of Cubic Stochastic Difference Equations

Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in R1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit θ-methods wi...

متن کامل

Asymptotic stability of neutral stochastic functional integro-differential equations*

This paper is concerned with the existence and asymptotic stability in the p-th moment of mild solutions of nonlinear impulsive stochastic delay neutral partial functional integro-differential equations. We suppose that the linear part possesses a resolvent operator in the sense given in [8], and the nonlinear terms are assumed to be Lipschitz continuous. A fixed point approach is used to achie...

متن کامل

ذخیره 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: Stochastic Analysis and Applications

سال: 2003

ISSN: 0736-2994,1532-9356

DOI: 10.1081/sap-120019288