Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion (Q1763071): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Tomás Caraballo Garrido / rank | |||
Property / author | |||
Property / author: Björn Schmalfuss / rank | |||
Revision as of 20:44, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion |
scientific article |
Statements
Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion (English)
0 references
21 February 2005
0 references
For the abstract evolution equation \(dX=\bigl(AX+f(X)\bigr)\,dt+B(X)\,dW_t\), where \(A\) generates a strongly continuous semigroup with growth bound \(a\) on a separable Hilbert space \(H\), \(f:H\to H\) is globally Lipschitz with Lipschitz constant \(L_f\), \(W\) is a trace class Wiener process on some Hilbert space \(U\), and \(B\) is globally Lipschitz with Lipschitz constant \(L_B\) from \(H\) to the space of linear operators from \(U\) to \(H\), it is assumed that \[ a+L_f+L_B/2<0.\tag{1} \] Under this condition, existence of an exponentially attracting stationary solution is proved. Assuming a finite-dimensional Wiener process with \(B\) linear and commuting with \(A\), it is shown that exponential attraction holds uniformly in bounded sets of initial conditions. Finally, it is shown that the stationary solution depends continuously on perturbations of the nonlinearity \(f\), provided (1) holds uniformly.
0 references
random dynamical systems
0 references
random attractors
0 references