Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions (Q2011925)
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English | Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions |
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Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions (English)
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27 July 2017
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The authors prove theorems on the global existence, uniqueness and asymptotic stability of mild solutions for a class of semilinear stochastic evolution equations with nonlocal initial conditions on the infinite interval \[ du(t) + Au(t) dt = f(t, u(t)) dW(t), \quad t\in J, \quad u(0) = \sum_{k=1}^{\infty}c_{k}u(t_{k}), \] where the state \(u(\cdot)\) takes values in the real separable Hilbert space \(H\), \(A:\;D(A)\subset H \to H\) is a positive definite self-adjoint operator; \(K\) is another separable Hilbert space and \(\{W(t):\;t\geq 0\}\) is a cylindrical \(K\)-valued Wiener process with a finite trace nuclear covariance operator \(Q\geq0\) defined on a filtered complete probability space. An illustrative example for the main results is presented.
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global existence
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uniqueness
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asymptotic stability
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mild solutions
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semilinear stochastic evolution equations
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nonlocal initial conditions
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infinite interval
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