AbstractSome criteria for the mean square and almost sure exponential stability of nonlinear stochastic partial differential equations are shown in this paper. In particular, the main results obtained in Caraballo and Real (1994, Stochast. Anal. Appl. 12(5), 517–525) are improved, since the new coercivity condition introduced in this work permits the state independent term γ to be time dependent and nonnegative but of subexponential growth, while in Caraballo and Real (1994) this parameter is required to be constant and nonpositive. Several examples are studied to illustrate the theory
Sufficient conditions to get exponential stability for the sample paths (with probability one) of a ...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
AbstractSome criteria for the mean square and almost sure exponential stability of nonlinear stochas...
Some criteria for the mean square and almost sure exponential stability of nonlinear stochastic part...
Abstract. Some criteria for the asymptotic stability of nonlinear stochastic partial differential eq...
The main aim of this paper is to establish some criteria for the mean square and almost sure practic...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
The exponential stability, in both mean square and almost sure senses, for energy solutions to a non...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain c...
In this paper we introduce weak exponential stability of stochastic differential equations. In parti...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Stability in the Lyapunov sense for deterministic systems has been well studied since the beginning ...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Sufficient conditions to get exponential stability for the sample paths (with probability one) of a ...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
AbstractSome criteria for the mean square and almost sure exponential stability of nonlinear stochas...
Some criteria for the mean square and almost sure exponential stability of nonlinear stochastic part...
Abstract. Some criteria for the asymptotic stability of nonlinear stochastic partial differential eq...
The main aim of this paper is to establish some criteria for the mean square and almost sure practic...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
The exponential stability, in both mean square and almost sure senses, for energy solutions to a non...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain c...
In this paper we introduce weak exponential stability of stochastic differential equations. In parti...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Stability in the Lyapunov sense for deterministic systems has been well studied since the beginning ...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Sufficient conditions to get exponential stability for the sample paths (with probability one) of a ...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...