A note on a parameter depending Datko theorem applied to stochastic systems
A generalized version of Datko's theorem for infinite-dimensional differential equations is further generalized to families of such differential equations, including certain families of stochastic differential equations on a separable Hilbert space. The result guarantees an exponential decay rate of the second moment of the solutions which holds uniformly over the whole family. The conditions under which this result is valid are satisfied for families of controlled stochastic PDEs which are stabilizable and uniformly (over the family) detectable, such as the following family of the controlled stochastic heat equations labeled by the positive parameter \(a\): \[ \begin{aligned} dy(t,x;a) & = [(\partial^2/\partial x^2) y(t,x; a)- ay(t,x; a)+ u(t,x)] dt+ [(\partial/\partial x) y(t,x;a)] dw_t;\\ y(t, 0;a) & = y(t,1; a)= 0;\quad y(0,x;a)= f(x).\end{aligned} \] {}.
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- A note on the stabilizability of stochastic heat equations with multiplicative noise.
- Robust stabilization with a general decay of mild solutions of stochastic evolution equations
- scientific article; zbMATH DE number 4178273
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