Stability of nonlinear functional stochastic evolution equations of second order in time (Q876835): Difference between revisions

The authors consider the following stochastic differential delay equations: \[ \begin{cases} u'(t)+\int^t_0A(s)u(s)\,dx+\int^t_0 B(s,u'(s))\,ds\\ =v_0+\int^t_0F(s,u_s,u_s')\,ds+\int^t_0G(s,u_s,u_s')\,dW(s),\;t\geq 0,\\ u(0)=u_0\\ u(t)=\varphi_1(t),\;u'(t)=\varphi_2(t),\text{ a.e. }t\in(-h,0), \end{cases}\tag{1} \] where \(A\) is a family of linear operators and \(B,F,G\) are appropriate nonlinear operators on some Hilbert spaces, \(\varphi_1, \varphi_2\) are suitable delay functions, \(h>0\) is a fixed constant. The problem of the exponential stability in mean-square for the solution of (1) is studied. The authors consider two cases: when \(F\) and \(G\) do not depend on the spatial derivatives of \(u\) and a more general situation, when \(F\) and/or \(G\) may depend on the spatial derivatives of \(u\). To illustrate the theory the authors give two examples.