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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Electronic journal of qualitative theory of differential equations 2004, Vol.2004 (4), p.1-22
1. Verfasser: Ungureanu, Viorica Mariela
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:1417-3875
1417-3875
DOI:10.14232/ejqtde.2004.1.4