Stability of semilinear stochastic evolution equations with monotone nonlinearity
نویسندگان
چکیده
منابع مشابه
Stochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differentia...
متن کاملContinuous dependence on coefficients for stochastic evolution equations with multiplicative Levy Noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative L'evy noise are considered. The drift term is assumed to be monotone nonlinear and with linear growth. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. As corollaries of ...
متن کاملcontinuous dependence on coefficients for stochastic evolution equations with multiplicative l'evy noise and monotone nonlinearity
semilinear stochastic evolution equations with multiplicative l'evy noise are considered. the drift term is assumed to be monotone nonlinear and with linear growth. unlike other similar works, we do not impose coercivity conditions on coefficients. we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. as corollaries of ...
متن کاملcontinuous dependence on coefficients for stochastic evolution equations with multiplicative levy noise and monotone nonlinearity
semilinear stochastic evolution equations with multiplicative l'evy noise are considered. the drift term is assumed to be monotone nonlinear and with linear growth. unlike other similar works, we do not impose coercivity conditions on coefficients. we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. as corollarie...
متن کاملControllability of Semilinear Stochastic Delay Evolution Equations in Hilbert Spaces
The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given. 1. Introduction. The fixed point technique is widely used as a tool to study the controllability of nonlinear systems in finite-and infinite-dimensi...
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: Mathematical Inequalities & Applications
سال: 2000
ISSN: 1331-4343
DOI: 10.7153/mia-03-53