Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
The main object of this paper is to give a representation of the covariance operator associated to the mild solutions of time-varying,linear, stochastic equations in Hilbert spaces. We use this representation to obtain a characterization of the uniform exponential stability of linear stochastic equa...
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Veröffentlicht in: | Electronic journal of qualitative theory of differential equations 2004, Vol.2004 (4), p.1-22 |
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Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | The main object of this paper is to give a representation of the covariance operator associated to the mild solutions of time-varying,linear, stochastic equations in Hilbert spaces. We use this representation to obtain a characterization of the uniform exponential stability of linear stochastic equations with periodic coefficients. |
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ISSN: | 1417-3875 1417-3875 |
DOI: | 10.14232/ejqtde.2004.1.4 |